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A Benchmarking Approach to Temporal Disaggregation of Economic Time Series by Related Series

✍ Scribed by Zaier, L. Hedhili; Trabelsi, A.


Book ID
126969041
Publisher
Taylor and Francis Group
Year
2009
Tongue
English
Weight
745 KB
Volume
38
Category
Article
ISSN
0361-0926

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## Abstract In this paper we consider some of the prominent methods that are available in the literature for the problem of disaggregating annual time‐series data to quarterly figures. The procedures are briefly described and illustrated through a real data set. The performances of the methods are