Bridge equation
Posted: 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.
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.