My bibliography
Save this item
The Estimation of M Disaggregate Time Series When Contemporaneous and Temporal Aggregates Are Known
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Wolfgang Polasek & Richard Sellner, 2008. "Spatial Chow-Lin Methods: Bayesian And Ml Forecast Comparisons," Working Paper series 38_08, Rimini Centre for Economic Analysis.
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Using hierarchical aggregation constraints to nowcast regional economic aggregates," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2022-04, Economic Statistics Centre of Excellence (ESCoE).
- repec:wrk:wrkemf:20 is not listed on IDEAS
- Kahouli, Sondès, 2011. "Re-examining uranium supply and demand: New insights," Energy Policy, Elsevier, vol. 39(1), pages 358-376, January.
- Geoffrey Brent, 2018. "Maximum likelihood estimation framework for table‐balancing adjustments," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 520-532, November.
- Massimo Gerli & Giovanni Marini, 2006. "Spatial and Temporal Time Series Conversion: A Consistent Estimator of the Error Variance-Covariance Matrix," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2005(3), pages 373-405.
- Wolfgang Polasek, 2013. "Spatial Chow-Lin Models for Completing Growth Rates in Cross-sections," Economics Series 295, Institute for Advanced Studies.
- Valter Giacinto & Libero Monteforte & Andrea Filippone & Francesco Montaruli & Tiziano Ropele, 2021.
"ITER: A Quarterly Indicator of Regional Economic Activity in Italy,"
Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 7(1), pages 129-147, March.
- Valter Giacinto & Libero Monteforte & Andrea Filippone & Francesco Montaruli & Tiziano Ropele, 0. "ITER: A Quarterly Indicator of Regional Economic Activity in Italy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 0, pages 1-19.
- Valter Di Giacinto & Libero Monteforte & Andrea Filippone & Francesco Montaruli & Tiziano Ropele, 2019. "ITER A quarterly indicator of regional economic activity in Italy," Questioni di Economia e Finanza (Occasional Papers) 489, Bank of Italy, Economic Research and International Relations Area.
- Víctor Gómez & Félix Aparicio‐Pérez, 2009. "A new state–space methodology to disaggregate multivariate time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(1), pages 97-124, January.
- José Casals & Miguel Jerez & Sonia Sotoca, 2009.
"Modelling and forecasting time series sampled at different frequencies,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(4), pages 316-342.
- José Casals Carro & Miguel Jerez Méndez & Sonia Sotoca López, 2006. "Modelling an forecasting time series sampled at different frequencies," Documentos de Trabajo del ICAE 0603, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2018.
"Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017,"
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers
ESCoE DP-2018-14, Economic Statistics Centre of Excellence (ESCoE).
- Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey, 2019. "Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017," EMF Research Papers 20, Economic Modelling and Forecasting Group.
- Enrique M. Quilis, 2018. "Temporal disaggregation of economic time series: The view from the trenches," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 447-470, November.
- Luke Mosley & Idris A. Eckley & Alex Gibberd, 2022. "Sparse temporal disaggregation," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(4), pages 2203-2233, October.
- Mateusz Pipień & Sylwia Roszkowska, 2015. "Szacunki kwartalnego PKB w polskich województwach," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 145-169.
- Suad Elezović & Yingfu Xie, 2018. "Reconciliation of seasonally adjusted data with applications to the Swedish quarterly national accounts," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 590-602, November.
- Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Panagiotelis, Anastasios, 2024.
"Forecast reconciliation: A review,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 430-456.
- George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Anastasios Panagiotelis, 2023. "Forecast Reconciliation: A Review," Monash Econometrics and Business Statistics Working Papers 8/23, Monash University, Department of Econometrics and Business Statistics.
- Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey, 2024.
"Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 626-640.
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates," Working Papers 22-06, Federal Reserve Bank of Cleveland.
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2020. "Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(2), pages 176-197, March.
- Llano, Carlos & Polasek, Wolfgang & Sellner, Richard, 2009.
"Bayesian Methods for Completing Data in Space-time Panel Models,"
Economics Series
241, Institute for Advanced Studies.
- Carlos Llano & Wolfgang Polasek & Richard Sellner, 2009. "Bayesian Methods for Completing Data in Space-Time Panel Models," Working Paper series 05_09, Rimini Centre for Economic Analysis.
- Cuevas Ángel & Quilis Enrique M. & Espasa Antoni, 2015. "Quarterly Regional GDP Flash Estimates by Means of Benchmarking and Chain Linking," Journal of Official Statistics, Sciendo, vol. 31(4), pages 627-647, December.
- Baoline Chen & Tommaso Di Fonzo & Thomas Howells & Marco Marini, 2018. "The statistical reconciliation of time series of accounts between two benchmark revisions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 533-552, November.
- Ivonne Caridad Perez Correa & Juan Miguel Martinez Buendia, 2013. "Desagregación multivariada del PIB sectorial del departamento de Bolívar," Revista Economía y Región, Universidad Tecnológica de Bolívar, vol. 7(1), pages 139-167, June.
- Tommaso Proietti, 2011. "Multivariate temporal disaggregation with cross-sectional constraints," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(7), pages 1455-1466, June.
- Gallego López, Nuria & Llano Verduras, Carlos & Perez García, Julian, 2010. "Estimación de los flujos de transporte de mercancías interregionales trimestrales mediante técnicas de interpolación temporal/Estimating Quarterly Interregional Commodity Transport Flows by Means of T," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 28, pages 699(38á.)-6, Diciembre.
- Víctor M. Guerrero & Francisco Corona, 2018. "Retropolating some relevant series of Mexico's System of National Accounts at constant prices: The case of Mexico City's GDP," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 495-519, November.
- Blagov, Boris & Krause, Clara & Schmidt, Torsten & Exß, Franziska & Heinisch, Katja & Holtemöller, Oliver, 2024. "Frühzeitige Ermittlung stabiler Ergebnisse zum Bruttoinlandsprodukt bzw. realen Wirtschaftswachstum und der Bruttowertschöpfung auf Länderebene. Endbericht," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 296879, March.
- Bahram Adrangi & Arjun Chatrath & Kambiz Raffiee, 2023. "S&P 500 volatility, volatility regimes, and economic uncertainty," Bulletin of Economic Research, Wiley Blackwell, vol. 75(4), pages 1362-1387, October.
- Luke Mosley & Idris Eckley & Alex Gibberd, 2021. "Sparse Temporal Disaggregation," Papers 2108.05783, arXiv.org, revised Oct 2022.
- Víctor Guerrero & Fabio Nieto, 1999. "Temporal and contemporaneous disaggregation of multiple economic time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(2), pages 459-489, December.