Benchmarking socio-economic time series data : a unified approach / by Pierre A. Cholette and Estela Bee Dagum. : CS11-614/89-6E-PDF

"This paper presents a unified approach for benchmarking socio-economic time series data. Benchmarking (e.g. Denton, 1971; Hillrner and Trabelsi, 1987) consists of estimating time series when measurements of the target variable are available at differing frequencies, e.g. monthly and annually. Most benchmarking methods can be seen as particular cases of the proposed unified approach. Furthermore, the statistical properties available with the general model carry over to the previous methods, which were often developed "ad hoc". The unified approach, based on Generalized Least Squares with stochastic parameters, also encompasses interpolation and temporal disaggregation methods (e.g. Soot, Feibes and Lisman, 1967; Chow-Liri, 1971). However, the paper deals mainly with benchmarking"--Abstract.

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