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Desagregación conjunta de series anuales: perturbaciones AR(1) multivariante

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  • José Manuel Pavía

    (Universidad de Valencia)

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  • José Manuel Pavía, 2000. "Desagregación conjunta de series anuales: perturbaciones AR(1) multivariante," Investigaciones Economicas, Fundación SEPI, vol. 24(3), pages 727-737, September.
    • Handle: RePEc:iec:inveco:v:24:y:2000:i:3:p:727-737
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    1. Nijman, T E & Palm, F C, 1986. "The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 47-58, January.
    2. Daniel O. Stram & William W. S. Wei, 1986. "Temporal Aggregation In The Arima Process," Journal of Time Series Analysis, Wiley Blackwell, vol. 7(4), pages 279-292, July.
    3. Palm, Franz C & Nijman, Theo E, 1984. "Missing Observations in the Dynamic Regression Model," Econometrica, Econometric Society, vol. 52(6), pages 1415-1435, November.
    4. Litterman, Robert B, 1983. "A Random Walk, Markov Model for the Distribution of Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(2), pages 169-173, April.
    5. Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-375, November.
    6. Rossi, Nicola, 1982. "A Note on the Estimation of Disaggregate Time Series When the Aggregate Is Known," The Review of Economics and Statistics, MIT Press, vol. 64(4), pages 695-696, November.
    7. V. Guerrero & J. Martínez, 1995. "A recursive ARIMA-based procedure for disaggregating a time series variable using concurrent data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 4(2), pages 359-376, December.
    8. 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.
    9. Fernandez, Roque B, 1981. "A Methodological Note on the Estimation of Time Series," The Review of Economics and Statistics, MIT Press, vol. 63(3), pages 471-476, August.
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