If you have access to an econometrics package called EViews, it
provides about four methods to do this and it reads Stata data. I
don't know if anyone has written such a routine for Stata.
Dave Jacobs
At 02:25 PM 4/28/2009, you wrote:
Hi,
Does any one have a Stata program to apply the Chow and Lin (1971)
methodology to interpolate low frequency data to high frequency
data? I have quarterly data on US GDP and I would like to
interpolate it to a monthly frequency, using monthly data on
industrial production and capacity utilization.
Thanks, Alice.
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