Re: st: turning low frequency data into high frequency

["Michael S. Hanson" <mshanson@mac.com>]

"indicator" series, you could use a Chow-Lin procedure (G. Chow & A.L. 
Lin, 1971 Review of Economics & Statistics) to extrapolate monthly 
observations for your quarterly series.  Unfortunately, I am not aware 
of an existing Chow-Lin procedure for Stata... although code can be 
found on the web for Matlab, Gauss, and RATS, e.g.

                                        -- Mike

On Mar 13, 2005, at 12:47 PM, Robert A Yaffee wrote:


> Fabia,
>
> One can usually aggregate downward with the collapse,
> but to go upward is hard to do without more high frequency data
> itself.
> Bob Yaffee
>
>
> 2100 Linwood Avenue
> Apt 19-W
> Fort Lee, NJ
> 07024-3171
> Phone: 201-242-3824
> Fax: 201-242-3825
> yaffee@nyu.edu
>
> ----- Original Message -----
> From: Fabia Carvalho <fabiac@yahoo.com>
> Date: Sunday, March 13, 2005 8:29 am
> Subject: st: turning low frequency data into high frequency
>
> > Hi there, does anyone know if Stata can generate a
> > series of high frequency data (eg. monthly) from an
> > original low frequency one (eg. quarterly)? Thanks,
> > Fabia Carvalho
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