Selction of the Timing Interval in Structural Time Series Models

P.G. Casimiro

ASSET - Instituto De Economia Publica from ASSET (Association of Southern European Economic Theorists)

Abstract: A major source of difficulty in the construction of dynamic econometric models is the specification of the timing interval of the relationship between economic variables. The econometric modelling has to use the available data, so it is common practice that when only annual data are available the model is specified annually, and when quarterly data can be used the timing interval chosen for the economic relationships is the quarter.

Keywords: ECONOMETRICS; DYNAMIC ANALYSIS (search for similar items in EconPapers)
JEL-codes: C32 C41 (search for similar items in EconPapers)
Date: 1997

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Access Statistics for this paper

More papers in ASSET - Instituto De Economia Publica from ASSET (Association of Southern European Economic Theorists)
Address: ASSET - Instituto De Economia Publica Facultad de Ciencias Economicas Y Empresariales . Avenida Lehendakari Aguirre, 83. 48015 Bilbao. Spain
Contact information at EDIRC.
Series data maintained by Thomas Krichel ().