Disaggregating Data Using Related Series
使用Chow-Lin相关序列技术，将1948-1970年的季度实际GNP和GNP平减指数从年度数据分解出来，并与官方修订数据、未修订数据及单变量代理进行比较，发现分解序列在自相关、转折点和结构方程参数估计上与官方修订数据相似。
Abstract Quarterly real GNP and implicit GNP deflator series are derived for the 1948–1970 period using the related series technique of Chow and Lin. These estimated series are compared with the official, revised series; to official, unrevised series; and to univariate proxies using regression, time series, and spectral methods. The derived series possess autocorrelation and turning point characteristics similar to those of the official, revised series. The derived series also deliver structural equation parameter estimates similar to those based on official, revised data. KEY WORDS: Chow-Lin techniqueMoney demandMissing dataInstrumental variableProxy variableTemporal aggregation