Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Müller, Christian | - |
| dc.date.accessioned | 2019-02-16T09:37:38Z | - |
| dc.date.available | 2019-02-16T09:37:38Z | - |
| dc.date.issued | 2006 | - |
| dc.identifier.uri | https://digitalcollection.zhaw.ch/handle/11475/15401 | - |
| dc.description.abstract | Economists 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.extent | 23 | de_CH |
| dc.language.iso | en | de_CH |
| dc.publisher | ETH Zürich | de_CH |
| dc.relation.ispartofseries | KOF Working Papers | de_CH |
| dc.rights | Licence according to publishing contract | de_CH |
| dc.subject | Restricted ARMA | de_CH |
| dc.subject | Temporal Disaggregation | de_CH |
| dc.subject.ddc | 330: Wirtschaft | de_CH |
| dc.title | Testing temporal disaggregation | de_CH |
| dc.type | Working Paper – Gutachten – Studie | de_CH |
| dcterms.type | Text | de_CH |
| zhaw.departement | School of Management and Law | de_CH |
| zhaw.organisationalunit | Zentrum für Arbeitsmärkte, Digitalisierung und Regionalökonomie (CLDR) | de_CH |
| zhaw.publisher.place | Zürich | de_CH |
| dc.identifier.doi | 10.3929/ethz-a-005187504 | de_CH |
| zhaw.funding.eu | No | de_CH |
| zhaw.originated.zhaw | No | de_CH |
| zhaw.series.number | 134 | de_CH |
| Appears in collections: | Publikationen School of Management and Law | |
Files in This Item:
There are no files associated with this item.
Show simple item record
Müller, C. (2006). Testing temporal disaggregation. ETH Zürich. https://doi.org/10.3929/ethz-a-005187504
Müller, C. (2006) Testing temporal disaggregation. Zürich: ETH Zürich. Available at: https://doi.org/10.3929/ethz-a-005187504.
C. Müller, “Testing temporal disaggregation,” ETH Zürich, Zürich, 2006. doi: 10.3929/ethz-a-005187504.
MÜLLER, Christian, 2006. Testing temporal disaggregation. Zürich: ETH Zürich
Müller, Christian. 2006. “Testing Temporal Disaggregation.” Zürich: ETH Zürich. https://doi.org/10.3929/ethz-a-005187504.
Müller, Christian. Testing Temporal Disaggregation. ETH Zürich, 2006, https://doi.org/10.3929/ethz-a-005187504.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.