st: Re: turning low freq data into high freq

[Kit Baum <baum@bc.edu>]

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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