[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: Re: turning low freq data into high freq
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 Baum, Boston College Economics
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.
* For searches and help try: