---
title: Sparse Temporal Disaggregation
url: https://www.ml-quant.com/papers/repec/bla-jorssa-v-185-y-2022-i-4-p-2203-2233/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:bla:jorssa:v:185:y:2022:i:4:p:2203-2233
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Frssa.12952%3Bh%3Drepec%3Abla%3Ajorssa%3Av%3A185%3Ay%3A2022%3Ai%3A4%3Ap%3A2203-2233
featured: 2024-07-31
citations: unknown
topic: Trading, 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Frssa.12952%3Bh%3Drepec%3Abla%3Ajorssa%3Av%3A185%3Ay%3A2022%3Ai%3A4%3Ap%3A2203-2233
- Identifier: RePEc:bla:jorssa:v:185:y:2022:i:4:p:2203-2233
- Released: 2022-08-12
- First featured: Quant Letter No. 59 (2024-07-31): https://www.ml-quant.com/issues/2024-07-31/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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