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Re: st: Interpolation


From   David Jacobs <[email protected]>
To   [email protected]
Subject   Re: st: Interpolation
Date   Tue, 28 Apr 2009 14:41:11 -0400

If you have access to an econometrics package called EViews, it provides about four methods to do this and it reads Stata data. I don't know if anyone has written such a routine for Stata.

Dave Jacobs

At 02:25 PM 4/28/2009, you wrote:
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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