Bridge equation

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Bablowski
Posts: 18
Joined: Tue Aug 25, 2015 1:08 am

Bridge equation

Postby Bablowski » Mon Sep 07, 2015 3:56 am

Hello,

I try to estimate variable of quarterly GDP with use of monthly indicators and I want to solve it with bridge equations. But I wonder how it should be done in EViews. The bridge equation is then "GDP = constant + autoregressive term of GDP + lag polynomial B(L)*monthly indicator transformed to quarterly indicator"

But at this point I would like to ask you for advice how to solve this in EViews.

Thanks for every comment.
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