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Volumn 17, Issue 7, 1998, Pages 527-537

Best linear unbiased disaggregation of annual GDP to quarterly figures: The case of Malaysia

Author keywords

Chow Lin procedure; Seasonality; Structural time series approach; Univariate interpolation

Indexed keywords


EID: 0010598526     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-131X(199812)17:7<527::AID-FOR682>3.0.CO;2-4     Document Type: Article
Times cited : (23)

References (8)
  • 1
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    • Abeysinghe, T.1
  • 2
    • 84979405275 scopus 로고
    • Disaggregation of annual time-series data to quarterly figures: A comparative study
    • Chan, W., 'Disaggregation of annual time-series data to quarterly figures: a comparative study', Journal of Forecasting, 12 (1993), 677-88.
    • (1993) Journal of Forecasting , vol.12 , pp. 677-688
    • Chan, W.1
  • 3
    • 0001251352 scopus 로고
    • Best linear unbiased interpolation, distribution and extrapolation of time series by related series
    • Chow, G. C. and Lin, A., 'Best linear unbiased interpolation, distribution and extrapolation of time series by related series', Review of Economics and Statistics, 53 (1971), 372-5.
    • (1971) Review of Economics and Statistics , vol.53 , pp. 372-375
    • Chow, G.C.1    Lin, A.2
  • 4
    • 0004282438 scopus 로고
    • A methodological note on the estimation of time series
    • Fernandez, R. B., 'A methodological note on the estimation of time series', Review of Economics and Statistics, 63 (1981), 471-6.
    • (1981) Review of Economics and Statistics , vol.63 , pp. 471-476
    • Fernandez, R.B.1
  • 5
    • 0010603508 scopus 로고
    • Temporal disaceregation of time series: An ARIMA approach
    • Guerrero, V. M., 'Temporal disaceregation of time series: an ARIMA approach', International Statistical Review, 58 (1990), 29-46.
    • (1990) International Statistical Review , vol.58 , pp. 29-46
    • Guerrero, V.M.1
  • 8
    • 0042531601 scopus 로고
    • A random walk, Markow model for the distribution of time series
    • Litterman, R. B., 'A random walk, Markow model for the distribution of time series', Journal of Business and Economics Statistics, 1 (1983), 169-73.
    • (1983) Journal of Business and Economics Statistics , vol.1 , pp. 169-173
    • Litterman, R.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.