WebApr 1, 2001 · This paper presents a simple way of applying the Chow and Lin (Chow, G., Lin, A., 1971. Best linear unbiased interpolation, distribution, and extrapolation of time … WebChow-Lin Method This procedure is known as the best linear unbiased estimator (BLUE) approach, which was developed by Chow and Lin (1971, 1976). According to Chow-Lin Method a regression model relates the unknown disaggregated series and a set of known high frequency indicators. Suppose that annual series of N years are available which is …
r - Time series benchmarking/reconciliation and revisions - are …
WebDescription of Applied Methods and Data Sources," WIFO Studies, WIFO, number 60427. Wolfgang Polasek & Richard Sellner, 2008. "Spatial Chow-Lin Methods: Bayesian And Ml Forecast Comparisons," Working Paper series 38_08, Rimini Centre for Economic Analysis. Huang, Yu-Lieh, 2012. WebFeb 1, 2001 · As the Chow-Lin method, in its original formulation, applies only to static models, we also consider the dynamic model variant of the Chow-Lin method (see … supported people rct
The Chow-Lin method using dynamic models
WebThe Chow Lin method gives the best linear estimator of missing values of yunder the assumption that y and X have a constant degree of correlation. In most cases this … WebModel-based (or BLUE) methods: • chowlin • fernandez • litterman • ssc (Santos Silva-Cardoso method: a dynamic version of Chow-Lin) served by: td_print (ASCII output), td_plot (graphic output) • guerrero served by: td_print_G (ASCII output), td_plot (graphic output) Multivariate methods that include a transversal restriction: • rossi WebJun 20, 2024 · Since the Chow-Lin method is based on a regression (in your case of the involved annual time series), the regression parameters are gonna change with every new or revised annual value. As a consequence, all values of the resulting quarterly series are gonna be revised. When applying the Denton method, no parameters have to be … supported permitted work 2021