[1]
|
J. G. de Gooijer and R. J. Hyndman, “25 Years of Time Series Forecasting,” International Journal of Forecasting, Vol. 22, No. 3, 2006, pp. 443-473.
|
[2]
|
M. Marcellino and G. L. Mazzi, “Introduction to Advances in Business Cycle Analysis and Forecasting,” Journal of Forecasting, Vol. 29, No. 1-2, 2010, pp. 1-5.
|
[3]
|
J. Casals, M. Jerez and S. Sotoca, “Modelling and Forecasting Time Series Sampled at Different Frequencies,” Journal of Forecasting, Vol. 28, No. 4, 2008, pp. 316-341.
|
[4]
|
A. Zellner and C. Montmarquette, “A Study of Some Aspects of Temporal Aggregation Problems in Econo- metric Analyses,” The Review of Economic and Statistics, Vol. 53, No. 4, 1971, pp. 335-342.
|
[5]
|
H. Lütkepohl, “Linear Transformations of Vector ARMA Processes,” Journal of Econometrics, Vol. 4, No. 3, 1984, pp. 283-293.
|
[6]
|
Th. Nijman and F. C. Palm, “Series Temporelles Incom- pletes en Modelisation Macroeconomiques,” Cahiers Du Seminaire d’Econometrie, Vol. 29, No. 1, 1985, pp. 141- 168.
|
[7]
|
Th. Nijman and F. C. Palm “Efficiency Gains due to Missing Data Procedures in Regression Models,” Statististical Papers, Vol. 29, 1988, pp. 249-256.
|
[8]
|
Th. Nijman and F. C. Palm, “Consistent Estimation of Regression Models with Incompletely Observed Exogenous Variables,” The Annals of Economics and Statististics, Vol. 12, 1988, pp. 151-175.
|
[9]
|
Th. Nijman and F. C. Palm, “Predictive Accuracy Gain From Disaggregate Sampling in ARIMA Models,” Journal of Business and Economic Statistics, Vol. 8, No. 4, 1990, 189-196.
|
[10]
|
F. C. Palm and Th. Nijman, “Linear Regression Using both Temporally Aggregated and Temporally Disaggregated Data,” Journal of Econometrics, Vol. 19, No. 2-3, 1982, pp. 333-343.
|
[11]
|
A. A. Weiss, “Systematic Sampling and Temporal Aggregation in Time Series Models,” Journal of Econometrics, Vol. 26, No. 3, 1984, 271-281.
|
[12]
|
OECD, “Sources and Methods Used by the OECD Member Countries, Quarterly National Accounts,” Paris, OE- CD Publications, 1996.
|
[13]
|
J. M. Pavía-Miralles and B. Cabrer-Borrás, “On Estima- ting Contemporaneous Quarterly Regional GDP,” Journal of Forecasting, Vol. 26, No. 3, 2007, pp. 155-177.
|
[14]
|
T. DiFonzo and R. Filosa, “Methods of Estimation of Quarterly National Account Series: A Comparison,” unpublished, [Journee Franco-Italianne de Comptabilite Nationale (Journee de Stadistique), Lausanne, 1987, pp. 1-69.
|
[15]
|
J. M. Pavía-Miralles, “La Problemática de Trimestra- lización de Series Anuales,” Valencia, Universidad de Valencia, 1997.
|
[16]
|
Eurostat, “Handbook of Quarterly National Accounts,” Luxembourg, European Commission, 1999.
|
[17]
|
E. B. Dagum and P. A. Cholette, “Benchmarking, Tem- poral Distribution and Reconciliation Methods for Time Series,” New York, Springer Verlag, 2006.
|
[18]
|
J. M. Pavía and B. Cabrer, “On Distributing Quarterly National Growth among Regions,” Environment and Planning A, Vol. 40, No. 10, 2008, pp. 2453-2468.
|
[19]
|
A. M. Bloem, R. J. Dippelsman and N. Maehle, “Quarterly National Accounts Manual. Concepts, Data Sources, and Compilation,” Washington D.C., International Mone- tary Fund, 2001.
|
[20]
|
J. H. C. Lisman and J. Sandee, “Derivation of Quarterly Figures from Annual Data,” Applied Statistics, Vol. 13, No. 2, 1964, pp. 87-90.
|
[21]
|
S. Zani, “Sui Criteri di Calcolo Dei Valori Trimestrali di Tendenza Degli Aggregati della Contabilitá Nazionale,” Studi e Ricerche, Vol. VII, 1970, pp. 287-349.
|
[22]
|
C. Greco, “Alcune Considerazioni Sui Criteri di Calcolo di Valori Trimestrali di Tendenza di Serie Storiche Annuali,” Annali della Facoltà di Economia e Commercio, Vol. 4, 1979, pp. 135-155.
|
[23]
|
H. Glejser, “Une Méthode d’Evaluation de Donnés Mensuelles à Partir d’Indices Trimestriels ou Annuels,” Cahiers Economiques de Bruxelles, No. 29, 1966, pp. 45- 54.
|
[24]
|
C. Almon, “The Craft of Economic Modeling,” Ginn Press, Boston, 1988.
|
[25]
|
L. Hedhili and A. Trabelsi, “A Polynomial Method for Temporal Disaggregation of Multivariate Time Series,” Luxemburg, Office for Official Publications of the European Communities, 2005.
|
[26]
|
L. Zaier and A. Trabelsi, “Polynomial Method for Tem- poral Disaggregation of Multivariate Time Series,” Communications in Statistics-Simulation and Computation, Vol. 36, No. 3, 2007, pp. 741-759.
|
[27]
|
J. C. G. Boot, W. Feibes and J. H. Lisman, “Further Methods of Derivation of Quarterly Figures from Annual Data,” Applied Statistics, Vol. 16, No. 1, 1967, pp. 65-75.
|
[28]
|
V. A. Ginsburgh, “A Further Note on the Derivation of Quarterly Figures Consistent with Annual Data,” Applied Statistics, Vol. 22, No. 3, 1973, pp. 368-374.
|
[29]
|
K. J. Cohen, M. Müller and M. W. Padberg, “Autoregressive Approaches to Disaggregation of Time Series Data,” Applied Statistics, Vol. 20, No. 2, 1971, pp. 119-129.
|
[30]
|
J. M. Pavía, B. Cabrer and J. M. Felip, “Estimación del VAB Trimestral No Agrario de la Comunidad Valen- ciana,” Valencia, Generalitat Valenciana, 2000.
|
[31]
|
H. E. Doran, “Prediction of Missing Observations in the Time Series of an Economic Variable,” Journal of the American Statistical Association, Vol. 69, No. 346, 1974, pp. 546- 554.
|
[32]
|
D. O. Stram and W. W. S. Wei, “Temporal Aggregation in the ARIMA Process,” Journal of Time Series Analysis, Vol. 7, No. 4, 1986, pp. 279-292.
|
[33]
|
G. C. Chow and A. Lin, “Best Linear Unbiased Estimation of Missing Observations in an Economic Time Series,” Journal of the American Statistical Association, Vol. 71, No. 355, 1976, pp. 719-721.
|
[34]
|
S. Rodríguez-Feijoo, A. Rodríguez-Caro and D. Dávila- Quintana, “Methods for Quarterly Disaggregation without Indicators: A Comparative Study Using Simulation,” Computational Statistics and Data Analysis, 2003, Vol. 43, No. 1, pp. 63–78.
|
[35]
|
B. Chen, “An Empirical Comparison of Methods for Temporal Disaggregation at the National Accounts,” 2007. http://www.fcsm.gov/07papers/Chen.V-A.pdf
|
[36]
|
F. T. Denton, “Adjustment of Monthly or Quarterly Series to Annuals Totals: An Approach Based on Quadratic Minimization,” Journal of the American Statistical Association, Vol. 66, No. 333, 1971, pp. 99-102.
|
[37]
|
W. W. S. Wei and D. O. Stram, “Disaggregation of Time Series Models,” Journal of the Royal Statististical Society, Ser. B, Vol. 52, No. 3, 1990, pp. 453-467.
|
[38]
|
P. Nasse, “Le Système des Comptes Nationaux Trime- strels,” Annales de L’Inssée, Vol. 14, 1973, pp. 127-161.
|
[39]
|
C. G. Chang and T. C. Liu, “Monthly Estimates of Certain National Product Components, 1946-49,” The Review of Economics and Statistics, Vol. 33, No. 3, 1951, pp. 219-227.
|
[40]
|
J. Bournay and G. Laroque, “Réflexions sur le Méthode d’élaboration des Comptes Trimestriels,” Annales de L’Insée, Vol. 36, 1979, pp. 3-29.
|
[41]
|
G. C. Chow and A. Lin, “Best Linear Unbiased Interpola- tion, Distribution, and Extrapolation of Time Series By Related Series,” The Review of Economics and Statistics, Vol. 53, No. 4, 1971, pp. 372-375.
|
[42]
|
M. Friedman, “The Interpolation of Time Series by Related Series,” Journal of the American Statistical Association, Vol. 57, No. 300, 1962, pp. 729-757.
|
[43]
|
V. L. Bassie, “Economic Forecasting,” New York, Mc Graw-Hill, 1958, pp. 653-661.
|
[44]
|
ISCO, “L’Aggiustamento delle Stime nei Conti Economici Trimestrali,” Rassegna del Valori Interni dell’Istituto, Vol. 5, 1965, pp. 47-52.
|
[45]
|
OECD, “La Comptabilité Nationale Trimestrelle,” Series Etudes Economiques, Vol. 21, 1966.
|
[46]
|
ISTAT, “I Conti Economici Trimestrali dell’Italia 1970-1982,” Supplemento al Bollettino Mensile di Statistica, Vol. 12, 1983.
|
[47]
|
G. Vangrevelinghe, “L’Evolution à Court Terme de la Consommation des Ménages: Connaisance, Analyse et Prévision,” Etudes et Conjoncture, Vol. 9, 1966, pp. 54- 102.
|
[48]
|
T. DiFonzo, “Temporal Disaggregation of Economic Time Series: Towards a Dynamic Extension,” Luxembourg, Office for Official Publications of the European Communities, 2003.
|
[49]
|
J. Somermeyer, R. Jansen and J. Louter, “Estimating Qu- arterly Values of Annually Know Variables in Quarterly Relationships,” Journal of the American Statistical Association, Vol. 71, No. 355, 1976, pp. 588-595.
|
[50]
|
P. A. Cholette, “Adjusting Sub-Anual Series to Yearly Benchmarks,” Survey Methodology, Vol. 10, No. 1, 1984, pp. 35-49.
|
[51]
|
S. C. Hillmer and A. Trabelsi, “Benchmarking of Economic Time Series,” Journal of the American Statistical Association, Vol. 82, No. 400, 1987, pp. 1064-1071.
|
[52]
|
A. Trabelsi and S. C. Hillmer, “Bench-marking Time Series with Reliable Bench-Marks,” Applied Statistics, Vol. 39, No. 3, 1990, pp. 367-379.
|
[53]
|
P. A. Cholette and E. B. Dagum, “Benchmarking Time Series With Autocorrelated Survey Errors,” International Statistical Review, Vol. 62, No. 3, 1994, pp. 365-377.
|
[54]
|
T. DiFonzo, “Temporal Disaggregation of System of Time Series When the Aggregates is Known,” Luxembourg, Office for Official Publications of the European Communities, 2003 [INSEE-Eurostat Quarterly National Accounts Workshop, Paris-Bercy, R. Barcellan and G. L. Mazzi, Eds., December 1994, pp. 63-78)].
|
[55]
|
T. DiFonzo and M. Marini, “Benchmarking Systems of Seasonally Adjusted Time Series,” Journal of Business Cycle Measurement and Analysis, Vol. 2, No. 1, 2005, pp. 84-123.
|
[56]
|
Z. G. Chen and K. H. Wu, “Comparison of Benchmarking Methods with and without a Survey Error Model,” International Statistical Review, Vol. 74, No. 3, 2006, pp. 285-304.
|
[57]
|
E. B. Dagum, P. A. Cholette and Z. G. Chen, “A Unified View of Signal Extraction, Interpolation, Benchmarking, and Extrapolation of Time Series,” International Statistical Review, Vol. 66, No. 3, 1998, pp. 245-269.
|
[58]
|
V. M. Guerrero, “Monthly Disaggregation of a Quarterly Time Series and Forecasts of Its Observable Monthly Values,” Journal of Official Statistics, Vol. 19, No. 3, 2003, pp. 215-235.
|
[59]
|
V. M. Guerrero, “Temporal Disaggregation of Time Series: An ARIMA-Based Approach,” International Statistical Review, Vol. 58, No. 1, 1990, pp. 29-46.
|
[60]
|
V. M. Guerrero and J. Martínez, “A Recursive ARIMA-Based Procedure for Disaggregating a Time Series Variable Using Concurrent Data,” Test, Vol. 4, No. 2, 1995, pp. 359-376.
|
[61]
|
V. M. Guerrero and F. H. Nieto, “Temporal and Contemporaneous Disaggregation of Multiple Economic Time Series,” Test, Vol. 8, No. 2 1999, 459-489.
|
[62]
|
D. M. Aadland, “Distribution and Interpolation using Transformed Data,” Journal of Applied Statistics, Vol. 27, No. 2, 2000, pp. 141-156.
|
[63]
|
M. Pinheiro and C. Coimbra, “Distribution and Extrapolation of Time Series by Related Series Using Logarithms and Smoothing Penalties,” Economia, Vol. 17, October 1993, pp. 359-374.
|
[64]
|
T. Proietti, “Distribution and Interpolation Revisited: A Structural Approach,” Statistica, Vol. 58, No. 47, 1998, pp. 411-432.
|
[65]
|
T. DiFonzo, “Temporal Disaggregation Using Related Series: Log-Transformation and Dynamic Extensions,” Rivista Internazionale di Scienze Economiche e Commerciali, Vol. 50, No. 2, 2003, pp. 371-400.
|
[66]
|
R. B. Fernández, “A Methodological Note on the Estimation of Time Series,” The Review of Economics and Statistics, Vol. 63, No. 3, 1981, pp. 471-478.
|
[67]
|
W. R. Vanhonacker, “Estimating Dynamic Response Mo- dels when the Data are Subject to Different Temporal Aggregation,” Marketing Letters, Vol. 1, No. 2, 1990, pp. 125-137.
|
[68]
|
J. Jacobs, “‘Dividing by 4’: A Feasible Quarterly Forecasting Method?” CCSO Series 22. Groningen: Center for Cyclical and Structural Research, 2004. http://ww- w.eco.rug.nl/ccso/CCSO series/ccso22.pdf
|
[69]
|
E. G. Drettakis, “Missing Data in Econometric Estimation,” Review of Economic Studies, Vol. 40, No. 4, 1973, pp. 537-552.
|
[70]
|
J. D. Sargan and E. G. Drettakis, “Missing Data in an Autoregressive Model,” International Economic Review, Vol. 15, No. 1, 1974, pp. 39-59.
|
[71]
|
M. G. Dagenais, “The Use of Incomplete Observations in Multiple Regression Analysis: A Generalized Least Squa- res Approach,” Journal of Econometrics, Vol. 1, No. 4, 1973, pp.317-328.
|
[72]
|
M. G. Dagenais, “Incomplete Observations and Simultaneous Equations Models,” Journal of Econometrics, Vol. 4, No. 3, 1976, pp. 231-241.
|
[73]
|
A. P. Dempster, N. M. Laird and D. B. Rubin, “Maximun Likelihood from Incomplete Data via the EM Algorithm,” Journal of the Royal Statistical Society, Ser. B, Vol. 39, No. 1, 1977, pp. 1-38.
|
[74]
|
C. Hsiao, “Linear Regression Using Both Temporally Aggregated and Temporally Disaggregated Data,” Journal of Econometrics, Vol. 10, No. 2, 1979, pp. 243-252.
|
[75]
|
C. Hsiao, “Missing Data and Maximum Likelihood Estimation,” Economics Letters, Vol. 6, No. 3, 1980, pp. 249-253.
|
[76]
|
C. Gourieroux and A. Monfort, “On the Problem of Missing Data in Linear Models,” Review of Economic Studies, Vol. 48, No. 4, 1981, pp. 579-586.
|
[77]
|
F. C. Palm and Th. Nijman, “Missing Observations in the Dynamic Regression Model,” Econometrica, Vol. 52, No. 6, 1984, pp. 1415-1435.
|
[78]
|
D. Conniffe, “Small-Sample Properties of Estimators of Regression Coefficients Given a Common Pattern of Missing Data,” Review of Economic Studies, Vol. 50, No. 1, 1983, pp. 111-120.
|
[79]
|
Th. Nijman and F. C. Palm, “The Construction and Use of Approximations for Missing Quarterly Observations: A Model Approach,” Journal of Business and Economic Statistics, Vol. 4, No. 1, 1986, pp. 47-58.
|
[80]
|
J. M. C. Santos Silva and F. N. Cardoso, “The Chow-Lin Method Using Dynamic Models,” Economic Modelling, Vol. 18, No. 2, 2001, pp. 269-280.
|
[81]
|
S. Gregoir, “Propositions pour une Désagrégation Tem- porelle Basée sur des Modèles Dynamiques Simples,” Luxembourg, Office for Official Publications of the European Communities, 2003.
|
[82]
|
INE, “Contabilidad Nacional Trimestral de Espa?a. Metodología y Serie Trimestral 1970-1992,” Madrid, Instituto Nacional de Estadística, 1993.
|
[83]
|
ISTAT, “Principali Caratteristiche della Correzione per i Giorni Lavorativi dei Conti Economici Trimestrali,” Rome, ISTAT, 2003.
|
[84]
|
INSEE, “Methodology of French Quarterly National Accounts,” 2004. http://www.insee.fr/en/indicateur/cnat_ trim/ methodologie.htm
|
[85]
|
T. Abeysinghe and C. Lee, “Best Linear Unbiased Dis- aggregation of Annual GDP to Quarterly Figures: The Case of Malaysia,” Journal of Forecasting, Vol. 17, No. 7, 1998, pp. 527-537.
|
[86]
|
T. Abeysinghe and G. Rajaguru, “Quarterly Real GDP Estimates for China and ASEAN4 with a Forecast Evaluation,” Journal of Forecasting, Vol. 23, No. 6, 2004, pp. 33-37.
|
[87]
|
J. M. Pavía and B. Cabrer, “Estimación Congruente de Contabilidades Trimestrales Regionales: Una Aplica- ción,” Investigación Económica, Vol. 62, No. 21, 2003, pp. 119-141.
|
[88]
|
D. Norman, and T. Walker, “Co-movement of Australian State Business Cycles,” Australian Economic Papers, Vol. 46, No. 4, 2007, pp. 360-374.
|
[89]
|
L. R. Acosta, J. L. Cortigiani and M. B. Diéguez, “Trimes- tralización de Series Económicas Anuales,” Buenos Aires, Banco Central de la República Argentina, 1977.
|
[90]
|
J. Cavero, H. Fernández-Abascal, I. Gómez, C. Lorenzo, B. Rodríguez, J. L. Rojo and J. A. Sanz, “Hacia un Modelo Trimestral de Predicción de la Economía Castellano- Leonesa. El Modelo Hispalink CyL,” Cuadernos Ara- goneses de Economía, Vol. 4, No. 2, 1994, pp. 317-343.
|
[91]
|
IGE, “Contabilidade Trimestral de Galicia. Metodoloxía e Series Históricas 1980-1991,” Santiago de Compostela, Instituto Galego de Estadística, 1997.
|
[92]
|
L. Barbone, G. Bodo and I. Visco, “Costi e Profitti in Senso Stretto: un’Analisi du Serie Trimestrali, 1970- 1980,” Bolletino della Banca d’Italia, Vol. 36, 1981, pp. 465-510.
|
[93]
|
E. Quilis, “Benchmarking Techniques in the Spanish Quarterly National Accounts,” Luxembourg, Office for Official Publications of the European Communities, 2005.
|
[94]
|
J. R. Schmidt, “A General Framework for Interpolation, Distribution and Extrapolation of Time Series by Related Series,” In: Regional Econometric Modelling, Boston, Kluwer Nighoff Pub, 1986, pp. 181-194.
|
[95]
|
J. M. Pavía, L. E. Vila and R. Escuder, “On the Perfor- mance of the Chow-Lin Procedure for Quarterly Interpolation of Annual Data: Some Monte-Carlo Analysis,” Spanish Economic Review, Vol. 5, No. 4, 2003, pp. 291- 305.
|
[96]
|
R. B. Litterman, “A Random Walk, Markov Model for Distribution of Time Series,” Journal of Business and Economic Statistics, Vol. 1, 1983, pp. 169-173.
|
[97]
|
P. Nelson and G. Gould, “The Stochastic Properties of the Income Velocity of Money,” American Economic Review, Vol. 64, No. 3, 1974, pp. 405-418.
|
[98]
|
R. B. Fernández, “Expectativas Adaptativas vs. Expecta- tivas Racionales en la Determinación de la Inflación y el Empleo,” Cuadernos de Economía, Vol. 13, No. 40, 1976, pp. 37-58.
|
[99]
|
J. L. Silver, “Two Results Useful for Implementing Litterman’s Procedure for Interpolating a Time Series,” Journal of Business and Economic Statistics, Vol. 4, No. 1, 1986, pp. 129-130.
|
[100]
|
W. Chan, “Disaggregation of Annual Time-Series Data to Quarterly Figures: A Comparative Study,” Journal of Forecasting, Vol. 12, No. 8, 1993, pp. 677-688.
|
[101]
|
E. L. Salazar, R. J. Smith and R. Weale, “Interpolation using a Dynamic Regression Model: Specification and Monte Carlo Properties,” National Institute of Economic and Social Research, No. 126, 1997.
|
[102]
|
E. L. Salazar, R. J. Smith and R. Weale, “A Monthly Indicator of GDP” National Institute of Economic Review, No. 161, 1997, pp. 84-89.
|
[103]
|
T. DiFonzo, “Constrained Retropolation of Highfrequen- cy Data Using Related Series: A Simple Dynamic Model Approach,” Statistical Methods and Applications, Vol. 12, No. 1, 2003, pp. 109-119.
|
[104]
|
E. Quilis, “Desagregación Temporal Mediante Modelos Dinámicos: El Método de Santos Silva y Cardoso,” Boletín Trimestral de Coyuntura, No. 88, 2003, pp. 1-11.
|
[105]
|
A. Abad and E. Quilis, “Software to Perform Temporal Disaggregation of Economic Time Series,” Luxemburg, Office for Official Publications of the European Communities, 2005.
|
[106]
|
T. DiFonzo, “The Estimation of M Disaggregate Time Series when Contemporaneous and Temporal Aggregates are Known,” The Review of Economics and Statistics, Vol. 72, No. 1, 1990, pp. 178-182.
|
[107]
|
E. Quilis, “A MATLAB Library of Temporal Disaggrega- tion Methods: Summary,” Madrid, Instituto Nacional de Estadística, 2002.
|
[108]
|
N. Rossi, “A Note on the Estimation of Disaggregate Time Series when the Aggregate is Known,” The Review of Economics and Statistics, Vol. 64, No. 4, 1982, pp. 695-696.
|
[109]
|
B. Cabrer and J. M. Pavía, “Estimating J(>1) Quarterly Time Series in Fulfilling Annual and Quarterly Constraints,” International Advances in Economic Research, Vol. 5, No. 3, 1999, pp. 339-350.
|
[110]
|
J. M. Pavía-Miralles, “Desagregación Conjunta de Series Anuales: Perturbaciones AR(1) Multivariante,” Investig- aciones Económicas, Vol. 24, No. 3, 2000, 727-737.
|
[111]
|
A. C. Harvey “Forecasting, Structural Time Series and the Kalman Filter,” Cambridge, Cambridge University Press, 1989.
|
[112]
|
R. H. Jones, “Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations,” Technometrics, Vol. 22, No. 3, 1980, pp. 389-395.
|
[113]
|
A. C. Harvey and R. G. Pierse, “Estimating Missing Observations in Economic Time Series,” Journal of the American Statistical Association, Vol. 79, No. 385, 1984, 125-131.
|
[114]
|
C. F. Ansley and R. Kohn, “Estimating, Filtering and Smoothing in State Space Models with Incompletely Specified Initial Conditions,” Annals of Statistics, Vol. 13, No. 4, 1985, pp. 1286-1316.
|
[115]
|
R. Kohn and C. F. Ansley, “Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data,” Journal of the American Statistical Association, Vol. 81, No. 385, 1986, pp. 751-761.
|
[116]
|
M. Al-Osh, “A Dynamic Linear Model Approach for Disaggregating Time Series Data,” Journal of Forecasting, Vol. 8, No. 2, 1989, pp. 85-96.
|
[117]
|
V. Gómez and A. Maravall, “Estimation, Prediction and Interpolation for Nonstationary Series with the Kalman Filter,” Journal of the American Statistical Association, Vol. 89, No. 426, 1994, pp. 611-624.
|
[118]
|
P. De Jong, “Smoothing and Interpolation with the State-Space Model,” Journal of the American Statistical Association, Vol. 84, No. 408, 1989, pp. 1085-1088.
|
[119]
|
J. Durbin and B. Quenneville, “Benchmarking by State Space Models,” International Statistical Review, Vol. 65, No. 1, 1997, pp. 23-48.
|
[120]
|
V. Gómez, A. Maravall and D. Pe?a, “Missing Observations in ARIMA Models. Skipping Strategy versus Additive Outlier Approach,” Journal of Econometrics, Vol. 88, No. 3, 1999, pp. 341-363.
|
[121]
|
G. Gudmundsson, “Disaggregation of Annual Flow Data with Multiplicative Trends,” Journal of Forecasting, Vol. 18, No. 1, 1999, pp. 33-37.
|
[122]
|
N. A. Cuche and M. K. Hess, “Estimating Monthly GDP in a General Kalman Filter Framework: Evidence from Switzerland,” Economic and Financial Modelling, Vol. 7, No. Winter, 2000, pp. 1-37.
|
[123]
|
H. Liu and S. G. Hall, “Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment,” Journal of Forecasting, Vol. 20, No. 6, 2001, pp. 441-449.
|
[124]
|
T. Amemiya and R. Y. Wu, “The Effect of Aggregation on Prediction in the Autoregressive Model,” Journal of the American Statistical Association, Vol. 67, No. 339, 1972, pp. 628-632.
|
[125]
|
W. W. S. Wei, “Some Consequences of Temporal Aggre- gation in Seasonal Time Series Models,” In: Seasonal Analysis of Economic Time Series,” A. Zellner, Ed., Washington DC, Government Printing Office, 1978, pp. 433-448.
|
[126]
|
W. W. S. Wei, “Effect of Systematic Sampling on ARIMA Models,” Communications in Statistics A, Vol. 10, No. 23, 1981, pp. 2389-2398.
|
[127]
|
R. J. Rossana and J. J. Seater, “Temporal Aggregation and Economic Time Series,” Journal of Business and Economic Statistics, Vol. 13, No. 4, 1995, pp. 441-451.
|
[128]
|
H. J. Werner, “On the Temporal Aggregation in Discrete Dynamical Systems,” in System Modeling and Optimatization, R. F. Drenick and F. Kozin, Eds., New York: Springer-Verlag, 1982, pp. 819-825.
|
[129]
|
L. K. Hotta and K. L. Vasconcellos, “Aggregation and Disaggregation of Structural Time Series Models,” Journal of Time Series Analysis, Vol. 20, No. 2, 1999, pp. 155-171.
|
[130]
|
F. Moauro and G. Savio, “Temporal Disaggregation Using Multivariate Structural Time Series Models,” The Econometrics Journal, Vol. 8, No. 2, 2005, pp. 214-234.
|
[131]
|
T. Proietti, “Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited,” The Econometrics Journal, Vol. 9, No. 3, 2006, pp. 357-372.
|
[132]
|
R. H. Jones, “Spectral Analysis with Regularly Missed Observations,” Annals of Mathematical Statistics, Vol. 33, No. 2, 1962, pp. 455-461.
|
[133]
|
E. Parzen, “Mathematical Considerations in the Estima- tion of Spectra,” Technometrics, Vol. 3, No. 2, 1961, pp. 167-190.
|
[134]
|
E. Parzen, “On Spectral Analysis with Missing Observa- tions and Amplitude Modulation,” Sankhy? A, Vol. 25, No. 4, 1963, pp. 383-392.
|
[135]
|
P. A. Scheinok, “Spectral Analysis with Randomly Missed Observations: The Binomial Case,” Annals of Mathe- matical Statistics, Vol. 36, No. 3, 1965, pp. 971-977.
|
[136]
|
P. Bloomfield, “Spectral Analysis with Randomly Missing Observations,” Journal of the Royal Statistical Society, Series B, Vol. 32, No. 3, 1970, pp. 369-380.
|
[137]
|
P. Bloomfield, “An Exponential Model for the Spectrum of a Scalar Time Series,” Biometrika, Vol. 60, No. 2, 1973, pp. 217-226.
|
[138]
|
C. M. C. Toloi and P. A. Morettin, “Spectral Analysis for Amplitude-Modulated Time Series,” Journal of Time Series Analysis, Vol. 14, No. 4, 1993, pp. 409-432.
|
[139]
|
W. Dunsmuir, “Estimation for Stationary Time Series When Data are Irregularly Spaced or Missing,” In: D. F. Findley Eds., Applied Time Series Analysis II, New York: Academic Press, 1981, pp. 609-649.
|
[140]
|
W. Dunsmuir and P. M. Robinson, “Parametric Estimators for Stationary Time Series with Missing Observations,” Advances in Applied Probability, Vol. 13, No. 1, 1981, pp. 129-146.
|
[141]
|
W. Dunsmuir and P. M. Robinson, “Estimation of Time Series Models in the Presence of Missing Data,” Journal of the American Statistical Association, Vol. 76, No. 375, 1981, pp. 456-467.
|
[142]
|
W. Clinger and J. W. VanNess, “On Unequally Spaced Time Points in Time Series,” Annals of Statistics, Vol. 4, No. 4, 1976, pp. 736-745.
|
[143]
|
G. Gudmundsson, “Estimation of Continuous Flows from Observed Aggregates,” Journal of the Royal Statistical Society, Ser. D, Vol. 50, No. 3, 2001, pp. 285-293.
|
[144]
|
M. Marcellino, “Pooling-Based Data Interpolation and Backdating,” Journal of Time Series Analysis, Vol. 28, No. 1, 2007, pp. 53-71.
|
[145]
|
T. Proietti, “Multivariate Temporal Disaggregation with Cross-sectional Constraints,” Journal of Applied Statistics, 2010, in-Press. DOI: 10.1080/02664763.2010.505952.
|
[146]
|
E. Angelini, J. Henry and M. Marcellino, “Interpolation and Backdating with a Large Information Set,” Journal of Economic Dynamics and Control, Vol. 30, No. 12, 2006, pp. 2693-2724.
|
[147]
|
T. Proietti and F. Moauro, “Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints,” Applied Statistics, Vol. 55, No. 2, 2006, pp. 281-300.
|
[148]
|
T. Proietti, and F. Moauro, “Temporal Disaggregation and the Adjustment of Quarterly National Accounts for Seasonal and Calendar Effects,” Journal of Official Statistics, Vol. 24, No. 1, 2008, pp. 115-132.
|