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Re: st: RE: RE: Data Interpolation


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: RE: RE: Data Interpolation
Date   Thu, 6 Jan 2011 16:59:28 +0000

This thread has yet to yield a question understood the same way by
everyone. My guess is different. Michael may want approved white magic
for creating quarterly series from annual. If so, -denton- from SSC
may be what is sought.

Nick

Jan Bryla

If I understand you correctly you can simply use the ipolate command
to perform the linear interpolation.

Michelena, Gabriel Nicol s

> For annual data i recommend use the linear interpolation proposed by
> Prescott in this paper.
>
> http://sites.google.com/site/alexanderueberfeldt/USHoursandProductivity1947t
> o2009.pdf
>
> Look out the page number 10. I was working on RBC macro data the last weeks,
> and this paper helped me.

michael Agu

> I am working with a set of data all in quarterly bases from 1960q1 -
> 2009q1 with two of the key variables in annual data. I am short of the
> Interpolation codes using stata 11 and Windoms Vista.
> I would appreciate any useful information.
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