Selction of the Timing Interval in Structural Time Series Models

A major source of difficulty in the construction of dynamic econometric models is the specification of the timing interval of the relationship between economic variables. The econometric modelling has to use the available data, so it is common practice that when only annual data are available the model is specified annually, and when quarterly data can be used the timing interval chosen for the economic relationships is the quarter.

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Year of publication:	1997
Authors:	Casimiro, P.G.
Institutions:	Association of Southern European Economic Theorists - ASSET
Subject:	ECONOMETRICS \| DYNAMIC ANALYSIS

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Series:	ASSET - Instituto De Economia Publica.
Type of publication:	Book / Working Paper
Notes:	35 pages
Classification:	C32 - Time-Series Models ; C41 - Duration Analysis
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005656783