Author
A Random Walk, Markov Model for the Distribution of Time Series
Abstract
This paper describes a technique for distributing quarterly time series across monthly values. The method generalizes an approach described by Fernandez (1981). The paper also presents results of a test of the accuracy of these two approaches and two standard procedures suggested by Chow and Lin (1971).
Published in: _Journal of Business and Economic Statistics_ (Vol. 1, No. 2, April 1983, pp. 169-173) https://doi.org/10.1080/07350015.1983.10509336.
