Identificador persistente para citar o vincular este elemento: http://hdl.handle.net/10553/43585
Título: Methods for quarterly disaggregation without indicators; a comparative study using simulation
Autores/as: Rodríguez Feijoo, Santiago 
Rodríguez Caro, Alejandro Manuel 
Dávila Quintana, Carmen Delia 
Clasificación UNESCO: 5302 Econometría
Palabras clave: Simulación
Análisis de series temporales
Fecha de publicación: 2003
Editor/a: 0167-9473
Publicación seriada: Computational Statistics and Data Analysis 
Resumen: 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
Fuente: Computational Statistics and Data Analysis[ISSN 0167-9473],v. 43, p. 63-78
Colección:Artículos
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