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st: Re: turning low freq data into high freq


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: turning low freq data into high freq
Date   Tue, 15 Mar 2005 06:32:39 -0500

I was a big fan of Chow-Lin, but when I read what the IMF had to say about the various methodologies that do this kind of thing, I was convinced by their argument that the Denton procedure is superior. That is why I wrote -denton-. The help file contains a reference to the freely downloadable IMF document.

Kit

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

On Mar 15, 2005, at 2:33 AM, Michael wrote:


"indicator" series, you could use a Chow-Lin procedure (G. Chow & A.L.
Lin, 1971 Review of Economics & Statistics) to extrapolate monthly
observations for your quarterly series.  Unfortunately, I am not aware
of an existing Chow-Lin procedure for Stata... although code can be
found on the web for Matlab, Gauss, and RATS, e.g.

                                         -- Mike
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