Title:Interpolation with a large information set Author(s):ANGELINI, Elena; HENRY, Jérôme; MARCELLINO, MassimilianoDate:2006Citation:
- Journal of economic dynamics and control, 2006, Vol. 30, No. 12, pp. 2693-2724
Type:ArticleAbstract:Existing methods for data interpolation or backdating are either univariate or based on a very limited number of series, due to data and computing constraints that were binding until the recent past. Nowadays large datasets ...
Title:Pooling-based data interpolation and backdating Author(s):MARCELLINO, MassimilianoDate:2007Citation:
- Journal of time series analysis, 2007, Vol. 28, No. 1, pp. 53-71
Type:ArticleAbstract:Pooling forecasts obtained from different procedures typically reduces the mean square forecast error and more generally improve the quality of the forecast. In this paper, we evaluate whether pooling-interpolated or-backdated ...