Temporal Disaggregation Library 1.0

Date Added: September 05, 2013 | Visits: 291

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This library has been designed to perform temporal disaggregation of economic time series using a variety of techniques: univariate methods without indicators (Boot-Feibes-Lisman, Stram-Wei), univariate methods with indicators (Denton, Chow-Lin, Fernandez, Litterman, Santos-Cardoso, Guerrero) and multivariate methods with indicators and transversal constraints (Rossi, Denton, Di Fonzo). The program has two main components: a library of functions coded in Matlab and an Excel interface written in Visual Basic.

Requirements: No special requirements

Platforms: Matlab

Keyword: Components, Constraints, Fonzo, Functions, Guerrero, Multivariate, Program, Rossi, Santoscardoso, Transversal

Users rating: 0/10

License: Shareware

Size: 3.63 MB

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