Estimating Quarterly Values of Annually Known Variables in Quarterly Relationships

作     者：Somermeyer, W. H. Jansen, R. Louter, A. S. 

作者机构：Professor of Mathematical Economics Netherlands School of Economics Erasmus University Burg. Oudlaan 50 Rotterdam. Director of the Econometric Institute Netherlands School of Economics Erasmus University Burg. Oudlaan 50 Rotterdam. Research Associate and Computer Programming Adviser Econometric Institute 

出 版 物：《Journal of the American Statistical Association》 

年 卷 期：1976年第71卷第355期

页      面：588-588页

学科分类：0202[经济学-应用经济学] 02[经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 

摘      要：The method presented here assumes that the variable under consideration is a weighted moving average of annual values, with weights to be estimated by means of quadratic programming. This multivariate (MV) method is used to estimate quarterly income figures on the basis of annual income data in quarterly consumption functions for the U.S. and the Netherlands. The MV method appears to perform slightly better than the competing single-variate (SV) smoothing methods of Feibes, Boot and Lisman with respect to parameter estimates, and smallness and randomness of the differences between calculated and observed values of consumption. [ABSTRACT FROM AUTHOR]