Temporal disaggregation and Benchmarking methods based on 'JDemetra+' 3.x11 days ago
Introduction | Set-up & Data | Temporal disaggregation and interpolation methods | Chow-Lin, Fernandez and Litterman | Model-based Denton | Autoregressive Distributed Lag (ADL) Models | Reverse regression | Benchmarking methods | Denton | Growth rate preservation (GRP) | Cubic splines | Cholette | Reconciliation and multivariate temporal disaggregation | Multivariate Cholette | Multivariate Chow-Lin and Fernandez | Calendarization | Calendarization with Denton | References
