RePEcTrading, Microstructure & Execution
Sparse Temporal Disaggregation
The article introduces a new method for high-frequency estimates of economic indicators, proving its effectiveness through a simulation and application to UK's GDP data.
Featured in No. 59 on 31 Jul 2024 ·
- Released
- 12 Aug 2022
- First featured
- No. 59 · 31 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 10
- Identifier
- RePEc:bla:jorssa:v:185:y:2022:i:4:p:2203-2233
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