Linear regression using both temporally aggregated and temporally disaggregated data
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Publication:5906193
DOI10.1016/0304-4076(79)90008-3zbMath0407.62072OpenAlexW2019210793MaRDI QIDQ5906193
Publication date: 1979
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(79)90008-3
Temporal AgGregationEconomic Time SeriesLinear Regression ModelsMaximum Likelihood ApproachRelative Efficiency of EstimationSingle Equation ModelsTemporally DisagGregated Data Prediction
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (5)
Maternal full-time employment and overweight children: parametric, semi-parametric, and non-parametric assessment ⋮ On BLU-estimation with data of different periodicity ⋮ Estimating trend from seasonal data: is daily, monthly or annual data best? ⋮ Linear regression using both temporally aggregated and temporally disaggregated data ⋮ Regression models with mixed sampling frequencies
Cites Work
- The use of incomplete observations in multiple regression analysis. A generalized least squares approach
- Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
- Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
- Best Linear Unbiased Estimation of Missing Observations in an Economic Time Series
- Estimation of Regression Relationships Containing Unobservable Independent Variables
- The Effect of Aggregation on Prediction in the Autoregressive Model
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