|Title:||Methods for quarterly disaggregation without indicators; a comparative study using simulation||Authors:||Rodríguez Feijoo, Santiago
Rodríguez Caro, Alejandro Manuel
Dávila Quintana, Carmen Delia
|UNESCO Clasification:||5302 Econometría||Keywords:||Simulación
Análisis de series temporales
|Issue Date:||2003||Publisher:||0167-9473||Journal:||Computational Statistics and Data Analysis||Abstract:||Various methods have been proposed to estimate quarterly figures from annual time series, but these methods have not been systematically evaluated in order to know which to use with which kind of data. This study compares, with a Monte Carlo simulation, those methods that use only information from annual series. Differences in the results of the methods, analyzed as functions of characteristics such as the number of years or variability of the original annual time series, suggest which methods to use under which conditions.||URI:||http://hdl.handle.net/10553/43585||ISSN:||0167-9473||DOI:||10.1016/S0167-9473(02)00168-8||Source:||Computational Statistics and Data Analysis[ISSN 0167-9473],v. 43, p. 63-78|
|Appears in Collections:||Artículos|
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