If I remember correctly, Boot et al proposed to use splines to
disaggregate economic data, while Chow et al proposed to use a
generalized least squares method. So yes, both references are involved
in the process.
----
Jeffrey Wang
Ronin Capital LLC
Chicago, IL 60604
Tel: (312) 244-5768
Fax: (312) 244-5836
-----Original Message-----
From: s-news-owner@lists.biostat.wustl.edu
[mailto:s-news-owner@lists.biostat.wustl.edu] On Behalf Of Erin Hodgess
Sent: Tuesday, July 27, 2004 5:19 PM
To: s-news@wubios.wustl.edu
Subject: [S] finmetrics/disaggregate
Dear S People:
I have a question about a function in finmetrics called disaggregate.
The help file for the disaggregate function lists Boot et al and Chow et
al as references. However, the method used is splines.
Does anyone know if the Boot or Chow methods are involved in the
process, please?
Thanks in advance!
S Plus 6.2, FinMetrics
Sincerely,
Erin Hodgess
mailto: hodgess@gator.uhd.edu
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