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dc.contributor.authorMüller, Christianen
dc.date.accessioned2011-11-01T13:37:19Z-
dc.date.available2011-11-01T13:37:19Z-
dc.date.issued2006-
dc.identifier.pidoi:10.3929/ethz-a-005187504en
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
dc.language.isoengen
dc.publisher|aETH Zurich, KOF Swiss Economic Institute |cZurichen
dc.relation.ispartofseries|aKOF Working Papers |x134en
dc.subject.jelF31en
dc.subject.jelF47en
dc.subject.jelC53en
dc.subject.ddc330en
dc.subject.keywordtemporal disaggregationen
dc.subject.keywordrestricted ARMAen
dc.subject.stwAggregationen
dc.subject.stwARMA-Modellen
dc.subject.stwÖkonometrisches Modellen
dc.titleTesting temporal disaggregation-
dc.typeWorking Paperen
dc.identifier.ppn515053716en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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