A random walk, Markov model for the distribution of time series
No 84, Staff Report from Federal Reserve Bank of Minneapolis
This paper describes a technique for distributing quarterly time series across monthly values. The method generalizes an approach described by Fernandez (1981). The paper also presents results of a test of the accuracy of these two approaches and two standard procedures suggested by Chow and Lin (1971).
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Journal Article: A Random Walk, Markov Model for the Distribution of Time Series (1983)
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedmsr:84
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