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st: Re: quarterly to monthly


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: quarterly to monthly
Date   Fri, 5 Nov 2004 10:15:55 -0500

One way to do this is with the Denton method, available in ssc desc denton

denton.ado does annual->quarterly; dentonmq.ado does quarterly->monthly

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html

On Nov 5, 2004, at 2:33 AM, statalist-digest wrote:


Hi users
I want to transform a  quarterly series in monthly ones.
Thus I will use use the Kalman filter, But Can I program this with stata?
how?
Thanks in advance.
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