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st: Interpolation


From   Alice <aapdm_999@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Interpolation
Date   Tue, 28 Apr 2009 18:25:53 +0000 (GMT)

Hi,

Does any one have a Stata program to apply the Chow and Lin (1971) methodology to interpolate low frequency data to high frequency data? I have quarterly data on US GDP and I would like to interpolate it to a monthly frequency, using monthly data on industrial production and capacity utilization.

Thanks, Alice.


      

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