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Mixed Frequency Operation

Posted: Wed Jun 25, 2014 8:53 am
by diggetybo
Hello,

I'm interested in examining the effects by broadening certain specifications of the regression, and also transforming my quarterly data into monthly data. One of the most sensible ways to do this is by generating the missing data using some clever algorithms available in the literature for time series. Please refer to:

http://ideas.repec.org/p/ces/ceswps/_1939.html

Can someone please advise on how I can perform this operation in Eviews?

Many thanks

Re: Mixed Frequency Operation

Posted: Wed Jun 25, 2014 9:41 am
by EViews Gareth
There is nothing built in that will do that.