EstimatingJ (>1) quarterly time series in fulfilling annual and quarterly constraints

Bernardí Cabred and Jose Pavía

International Advances in Economic Research, 1999, vol. 5, issue 3, 339-349

Abstract: This paper addresses the problem of joint disaggregating a group of time series when their temporal aggregation values and their contemporaneous aggregation are known and when a number of related series in the desired frequency are available. The focus is on temporal distribution of annual series. This problem was treated before by other authors but they did not solve the problem of spurious steps which usually emerge in this framework. Proposed here is the simplest hypothesis congruent with reality that solves this difficulty. An algorithm is proposed to use these hypotheses in empirical works. Copyright International Atlantic Economic Society 1999

Date: 1999
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/BF02296416 (text/html)
Access to full text is restricted to subscribers.

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

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:kap:iaecre:v:5:y:1999:i:3:p:339-349:10.1007/bf02296416

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/11294

DOI: 10.1007/BF02296416

Access Statistics for this article

International Advances in Economic Research is currently edited by Katherine S. Virgo

More articles in International Advances in Economic Research from Springer, International Atlantic Economic Society Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().