English, Article edition: Related-variables selection in temporal disaggregation Kosei Fukuda

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/76301
Physical Description
  • article
Language
  • English

Edition details

Title
  • Related-variables selection in temporal disaggregation
Author
  • Kosei Fukuda
Physical Description
  • article
Notes
  • Two related-variables selection methods for temporal disaggregation are proposed. In the first method, the hypothesis tests for a common feature (cointegration or serial correlation) are first performed. If there is a common feature between observed aggregated series and related variables, the conventional Chow-Lin procedure is applied. In the second method, alternative Chow-Lin disaggregating models with and without related variables are first estimated and the corresponding values of the Bayesian information criterion (BIC) are stored. It is determined on the basis of the selected model whether related variables should be included in the Chow-Lin model. The efficacy of these methods is examined via simulations and empirical applications. Copyright © 2008 John Wiley &​ Sons, Ltd.
  • RePEc:jof:jforec:v:28:y:2009:i:4:p:343-357
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment