References
- Almon, C. (1988). The Craft of Economic Modeling. Boston: Ginn Press.
- Al-Osh, M. (1989). A dynamic linear model approach for disaggregating time series data. J. Forecast. 8:6596.
- Anderson, J.A. (1995). An Introduction to Neural Networks. Cambridge, MA: MIT Press.
- Boot, C.G., Feibes, W. (1967). On Glejser’s derivation of monthly figures from yearly data. Cahiers Economiques de Bruxelles 36:539546.
- Boot, C.G., Feibes, W., Lisman, J. H. C (1967). Further methods on derivations of quarterly figures from annually data. Appl. Statist. 16(1): 6575.
- Bournay, J., Laroque, G. (1979). Réflexions sur la mé thode d’élaboration des comptes trimestriels. Annales de l’INSEE 36:330.
- Bry, G., Boschan, C. (1971). Cyclical Analysis of Time Series: Selected Procedures and Computer Programs. Technical Paper, 20. New York: Colombia University Press (for National Bureau of Economic Research).
- Chow, G.C. Lin, A. (1971). Best linear unbiased interpolation, distribution and extrapolation of time series by related series. Rev. Econ. Statist. 53(4):372375.
- Cohen, K.J., Muller, W. Padberg, M.W. (1971). Autoregressive approaches to disaggregation of time series by related series data. Appl. Statist. 20:119129.
- Denton, F.T. (1971). Adjustment of monthly or quarterly series to annuals totals : An approach based on quadratic minimisation. J. Amer. Statist. Assoc. 66(333):99102.
- Freeman, J. Skapura, D. (1991). Neural Networks: Algorithms, Applications, and Programming Techniques. Reading, MA: Addison-Wesley.
- Fernandez, R.B. (1981). A methodological note on the estimation of time series. Rev. Econ. Statist. 63(3): 471476.
- Friedman, M. (1962). The interpolation of time series by related series. J. Amer. Statist. Assoc. 57(300):729757.
- Ginsburgh, V. A. (1973). A further note on the derivation of quarterly figures consistent with annually data. Appl. Statist. 20(3): 368375.
- Hagan, M.T., Demuth, H.B., Beale, M. (1996). Neural Network Design. Boston: PWS/KENT Publishing Co.
- Hagan, M.T., Menhaj, M. (1994). Training feed-forward networks with the Marquardt algorithm. IEEE Trans. Neu. Netwo 5(6):989993.
- Hedhili, L. Trabelsi, A. (2009). A benchmarking approach to temporal disaggregation of economic time series by related series. Commun. Statist. Theor. Meth. 38(19).
- Hedhili, L. Trabelsi, A. (2007). A polynomial method for temporal disaggregation of multivariate time series. Commun. Statist. Simul. Computat. 36(03):741759.
- Lisman, J. H.C. Sandee, J. (1964). Derivation of quarterly figures from annually data. Appl. Statist. 13(2):8790.
- Litterman, R.B. (1983). A random walk, Markov model for the distribution of time series. J. Busi. Econ. Statist. 1(2):169173.
- Stram, D.O. Wei, W. W.S. (1986). A methodological note on the disaggregation of time series totals. J. Time Ser. Anal. 7:293302.
- Theil, H. (1958). Economic Forecasts and Policy. Amesterdam: North-Holland.
- Valiant, L.G. (1984). A theory of learnable. Commun. ACM. 27(11):11341142.
- Wei, W. W.S., Stram, D.O. (1990). Disaggregation of time series models. J. Roy. Statist. Soc. 52(3): 453467.