st: re: data conversion

Regression of annual series on a monthly associated series (e.g. annual GDP and monthly industrial production) is probably the best way to go, saving the predicted values. To accomplish this convert the annual series to a monthly series that is observed, say, each December, with missing values for the other months. -predict- will fill in all months' values.

Kit

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html

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