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Eidgenössische Technische Hochschule (ETH) Zürich >
KOF Konjunkturforschungsstelle, ETH Zürich >
KOF Working Papers, KOF Konjunkturforschungsstelle, ETH Zürich >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/50845
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Müller, Christian | | en_US |
| dc.date.accessioned | | 2011-11-01T13:37:19Z | | - |
| dc.date.available | | 2011-11-01T13:37:19Z | | - |
| dc.date.issued | | 2006 | | en_US |
| dc.identifier.pi | | doi:10.3929/ethz-a-005187504 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/50845 | | - |
| dc.description.abstract | | Economists 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.iso | | eng | | en_US |
| dc.publisher | | KOF Zürich | | en_US |
| dc.relation.ispartofseries | | Arbeitspapiere // Konjunkturforschungsstelle, Eidgenössische Technische Hochschule Zürich 134 | | en_US |
| dc.subject.jel | | F31 | | en_US |
| dc.subject.jel | | F47 | | en_US |
| dc.subject.jel | | C53 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | temporal disaggregation | | en_US |
| dc.subject.keyword | | restricted ARMA | | en_US |
| dc.subject.stw | | Aggregation | | en_US |
| dc.subject.stw | | ARMA-Modell | | en_US |
| dc.subject.stw | | Ökonometrisches Modell | | en_US |
| dc.title | | Testing temporal disaggregation | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 515053716 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | en_US |
| Appears in Collections: | | KOF Working Papers, KOF Konjunkturforschungsstelle, ETH Zürich
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