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This paper describes and illustrates a generalized least squares (GLS) reconciliation method that can efficiently incorporate all available information on initial data in reconciling a large system of disaggregated accounts and can accurately estimate industry distribution of statistical...
Persistent link: https://www.econbiz.de/10009220039
This study evaluates five mathematical and five statistical methods for temporal disaggregation in an attempt to select the most suitable method(s) for routine compilation of sub-annual estimates through temporal distribution and interpolation in the national accounts at BEA. The evaluation is...
Persistent link: https://www.econbiz.de/10009220060