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Methods for quarterly disaggregation without indicators; a comparative study using simulation

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  • Feijoo, Santiago Rodriguez
  • Caro, Alejandro Rodriguez
  • Quintana, Delia Davila

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  • Feijoo, Santiago Rodriguez & Caro, Alejandro Rodriguez & Quintana, Delia Davila, 2003. "Methods for quarterly disaggregation without indicators; a comparative study using simulation," Computational Statistics & Data Analysis, Elsevier, vol. 43(1), pages 63-78, May.
    • Handle: RePEc:eee:csdana:v:43:y:2003:i:1:p:63-78
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    1. Nijman, T.E. & Palm, F.C., 1986. "Efficiency gains due to using missing data procedures in regression models," Research Memorandum FEW 240, Tilburg University, School of Economics and Management.
    2. Nijman, Theo E & Palm, Franz C, 1990. "Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(4), pages 405-415, October.
    3. Theodore E. Nijman & Franz C. Palm, 1988. "Consistent Estimation of Regression Models with Incompletely Observed Exogenous Variables," Annals of Economics and Statistics, GENES, issue 12, pages 151-175.
    4. Daniel O. Stram & William W. S. Wei, 1986. "A Methodological Note On The Disaggregation Of Time Series Totals," Journal of Time Series Analysis, Wiley Blackwell, vol. 7(4), pages 293-302, July.
    5. repec:adr:anecst:y:1988:i:12:p:07 is not listed on IDEAS
    6. Weiss, Andrew A., 1984. "Systematic sampling and temporal aggregation in time series models," Journal of Econometrics, Elsevier, vol. 26(3), pages 271-281, December.
    7. Lutkepohl, Helmut, 1984. "Linear transformations of vector ARMA processes," Journal of Econometrics, Elsevier, vol. 26(3), pages 283-293, December.
    8. Palm, Franz C & Nijman, Theo E, 1984. "Missing Observations in the Dynamic Regression Model," Econometrica, Econometric Society, vol. 52(6), pages 1415-1435, November.
    9. J. H. C. Lisman & J. Sandee, 1964. "Derivation of Quarterly Figures from Annual Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 13(2), pages 87-90, June.
    10. J. C. G. Boot & W. Feibes & J. H. C. Lisman, 1967. "Further Methods of Derivation of Quarterly Figures from Annual Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 16(1), pages 65-75, March.
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    Cited by:

    1. Klaus Abberger & Michael Graff & Oliver Müller & Boriss Siliverstovs, 2023. "Imputing Monthly Values for Quarterly Time Series: An Application Performed with Swiss Business Cycle Data," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(3), pages 241-273, November.
    2. Bu Hyoung Lee, 2022. "Bootstrap Prediction Intervals of Temporal Disaggregation," Stats, MDPI, vol. 5(1), pages 1-13, February.

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