Di Fonzo, Tommaso - In: The Review of Economics and Statistics 72 (1990) 1, pp. 178-82
We discuss the problem of estimating M (1) high-frequency (say, quarterly or monthly) time series using the relevant low-frequency (say, annual or quarterly) data, the sum for each intra-annual period of the series to be estimated and, finally, a number of related indicators. The optimal (in...