Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts

DOI10.1111/stan.12156WikidataQ129323296 ScholiaQ129323296MaRDI QIDQ6147725

Filippo Moauro, Unnamed Author

Publication date: 16 January 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/80211/1/MPRA_paper_80211.pdf

zbMATH Keywords

Kalman filterstate-space formtemporal disaggregationquarterly national accountsADL modelslinear Gaussian approximating model

Mathematics Subject Classification ID

Mathematical economics (91Bxx) Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx)

Cites Work

• Unnamed Item
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• Temporal disaggregation using multivariate structural time series models
• Dynamic Factor Analysis with Non-Linear Temporal Aggregation Constraints
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

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