English, Article edition: DENTON: Stata module to interpolate a quarterly flow series from annual totals via proportional Denton method Christopher F Baum

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/103804
Physical Description
  • code
Language
  • English

Edition details

Title
  • DENTON: Stata module to interpolate a quarterly flow series from annual totals via proportional Denton method
Author
  • Christopher F Baum
Physical Description
  • code
Notes
  • denton computes the proportional Denton method of interpolation of an annual flow time series by use of an associated "indicator series", imposing the constraints that the interpolated series obeys the annual totals. The method is recommended in IMF publications as "relatively simple, robust, and well-suited for large-scale applications." It may be particularly useful in cases where, due to sizable statistical discrepancy, quarterly series do not integrate to annual totals. The indicator series only contribute their pattern to the interpolation; thus it is quite feasible to use both quarterly and annual flow series expressed at an annual rate. The interpolated series will be at a quarterly rate. Although the procedure is usually applied to flow series (such as GDP), it may be applied to stock series if they are differenced and then integrated via generate..sum(), after adding their initial value. This version of the package also contains dentonmq, a routine to perform the same task for monthly interpolation of a quarterly series. The programs may be applied to a single time series within a panel.
  • benchmarking, time-series, interpolation
  • RePEc:boc:bocode:s422501
Language
  • English
Contributed by
OAIster

Get this edition

  • 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