Hi all,
I have two variables (a & b) which are almost identical but from two different sources:
Variable (a) is the one that we are currently using in our models and it goes back to 2010.
Variable (b) is the new one which is more reliable however it only goes back to 2018.
The plan is to use the new variable in our models but we need more observations.
My question is what is the best way to replicate the historical observations for variable (a) based on (b)?
Cheers,
Siroos
Replicating historical observations of a variable
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Re: Replicating historical observations of a variable
Regress a on b using the overlapping data. Then "forecast" for the earlier period using the observed values of b.
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