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st: RE: Quarterizating annual data in Stata?


From   "Jacobs, David" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: Quarterizating annual data in Stata?
Date   Mon, 9 Jan 2012 18:46:02 +0000

This has come up before, and the upshot seems to be that there isn't anything in Stata.

The Macro package called EViews, however, offers several ways that are more complex to convert yearly data into quarterly form.

This package is easy to learn and it is often used by macroeconomists if there are any in your workplace.

D. Jacobs

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Suran, Luciana @ CBRE EA
Sent: Monday, January 09, 2012 10:20 AM
To: [email protected]
Subject: st: Quarterizating annual data in Stata?

Dear Stata users,

I have an annual series of economic data that I need to quarterize using a more sophisticated approach than simply dividing by 4. In my research I've come across a few methods of doing this, such as a least-squares based technique. Are there any pre-existing commands I can use to do this efficiently in Stata?


Thanks very much in advance,

Lucy

Luciana Suran | Senior Economist  
CBRE | Global Research and Consulting | Econometric Advisors
260 Franklin Street, Suite 400 | Boston, MA 02110 
T 617 912 5204 | F 617 912 5240 | M 646 269 1416
[email protected] | www.cbre-ea.com

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