Pooling-based data interpolation and backdating

Journal of Time Series Analysis

Volumn 28, Issue 1, 2007, Pages 53-71

  Marcellino, Massimiliano ^a  

^a BOCCONI UNIVERSITY   (Italy)

Author keywords

Factor model; Interpolation; Kalman filter; Pooling; Spline

Indexed keywords

EID: 33845698908     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2006.00498.x     Document Type: Article

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