Temporal Disaggregation of Overlapping Noisy Quarterly Data Using State Space Models: Estimation of Monthly Business Sector Output from Value Added Tax Data in the UK (ESCoE DP 2018-18)
By: Paul Labonne, Martin R. Weale
Temporal Disaggregation of Overlapping Noisy Quarterly Data Using State Space Models: Estimation of Monthly Business Sector Output from Value Added Tax Data in the UK (ESCoE DP 2018-18)
By: Paul Labonne, Martin R. Weale