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dc.contributor.authorMüller, Christian-
dc.date.accessioned2019-02-16T09:37:38Z-
dc.date.available2019-02-16T09:37:38Z-
dc.date.issued2006-
dc.identifier.urihttps://digitalcollection.zhaw.ch/handle/11475/15401-
dc.description.abstractEconomists and econometricians very often work with data which has been temporally disaggregated prior to use. Hence, the quality of the disaggregation clearly affects the quality of the analyses. Building on Chow and Lin's (1971) disaggregation model this paper proposes a new estimation approach and a specification test which assesses the quality of the disaggregation model. An advantage of the proposal is that estimation and testing can both be pursued using the aggregated data while the standard method requires a mixture of high and low frequency data. A small simulation study shows that the test indeed provides useful information.de_CH
dc.format.extent23de_CH
dc.language.isoende_CH
dc.publisherETH Zürichde_CH
dc.relation.ispartofseriesKOF Working Papersde_CH
dc.rightsLicence according to publishing contractde_CH
dc.subjectRestricted ARMAde_CH
dc.subjectTemporal Disaggregationde_CH
dc.subject.ddc330: Wirtschaftde_CH
dc.titleTesting temporal disaggregationde_CH
dc.typeWorking Paper – Gutachten – Studiede_CH
dcterms.typeTextde_CH
zhaw.departementSchool of Management and Lawde_CH
zhaw.organisationalunitFachstelle für Wirtschaftspolitik (FWP)de_CH
zhaw.publisher.placeZürichde_CH
dc.identifier.doi10.3929/ethz-a-005187504de_CH
zhaw.funding.euNode_CH
zhaw.originated.zhawNode_CH
zhaw.series.number134de_CH
Appears in collections:Publikationen School of Management and Law

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