Temporal disaggregation of overlapping noisy quarterly data: estimation of monthly output from UK value‐added tax data-Reference-Cited by-同舟云学术

Temporal disaggregation of overlapping noisy quarterly data: estimation of monthly output from UK value‐added tax data

Published:2020-04-21 Issue:3 Volume:183 Page:1211-1230
ISSN:0964-1998
Container-title:Journal of the Royal Statistical Society: Series A (Statistics in Society)
language:en
Short-container-title:J. R. Stat. Soc. A

Author:

Labonne Paul¹,Weale Martin²

Affiliation:

1. King's College London and Economic Statistics Centre of Excellence London UK

2. King's College London, Economic Statistics Centre of Excellence and Centre for Macroeconomics London UK

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/rssa.12568

Reference24 articles.

1. Real-Time Measurement of Business Conditions

2. Bean C.(2016)Independent review of UK economic statistics.Report. Cabinet Office and Her Majesty's Treasury London. (Available fromhttps://www.gov.uk/government/publications/independent-review-of-uk-economicstatistics-final-report.)

3. Modeling Time Series with Calendar Variation

4. Further Methods of Derivation of Quarterly Figures from Annual Data

5. Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series

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