Definition: Dagum and Cholette

Category: Temporal disaggregation

Unified regression framework for regressing high frequency indicators on available low frequency constraints, deterministic effects and autocorrelated errors. https://ec.europa.eu/eurostat/ramon/statmanuals/files/OECD_ESTAT_JQ_Manual_version_4_2018.pdf
Source:
Eurostat, "ESS guidelines on temporal disaggregation, benchmarking and reconciliation", 2018 Edition, Luxembourg, 2018
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