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dc.contributor.authorMüller, Christianen_US
dc.date.accessioned2011-11-01T13:37:19Z-
dc.date.available2011-11-01T13:37:19Z-
dc.date.issued2006en_US
dc.identifier.pidoi:10.3929/ethz-a-005187504en_US
dc.identifier.urihttp://hdl.handle.net/10419/50845-
dc.description.abstractEconomists and econometricians very often work with data which has been temporally disaggregated prior to use. Hence, the quality of the disaggregation clearly affects the quality of the analyses. Building on Chow and Lin's (1971) disaggregation model this paper proposes a new estimation approach and a specification test which assesses the quality of the disaggregation model. An advantage of the proposal is that estimation and testing can both be pursued using the aggregated data while the standard method requires a mixture of high and low frequency data. A small simulation study shows that the test indeed provides useful information.en_US
dc.language.isoengen_US
dc.publisherKOF Zürichen_US
dc.relation.ispartofseriesArbeitspapiere // Konjunkturforschungsstelle, Eidgenössische Technische Hochschule Zürich 134en_US
dc.subject.jelF31en_US
dc.subject.jelF47en_US
dc.subject.jelC53en_US
dc.subject.ddc330en_US
dc.subject.keywordtemporal disaggregationen_US
dc.subject.keywordrestricted ARMAen_US
dc.subject.stwAggregationen_US
dc.subject.stwARMA-Modellen_US
dc.subject.stwÖkonometrisches Modellen_US
dc.titleTesting temporal disaggregationen_US
dc.typeWorking Paperen_US
dc.identifier.ppn515053716en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
Appears in Collections:KOF Working Papers, KOF Konjunkturforschungsstelle, ETH Zürich

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