A random walk, Markov model for the distribution of time series
By: Robert B. Litterman
Series: Federal Reserve Bank of Minneapolis, Research Department staff report -- 84; Staff report (Federal Reserve Bank of Minneapolis. Research Department : Online) -- 84.
Publisher: Federal Reserve Bank of Minneapolis
Published: 1983
Place of publication: Minneapolis, Minn.]
Language: eng
Format: [electronic resource] /
Subjects: Time-series analysis
Description: "This paper describes a technique for distributing quarterly time series across monthly values.  The method generalizes an approach described by Fernandez (1981).  The paper also presents results of a test of the accuracy of these two approaches and two standard procedures suggested by Chow and Lin (1971)"--Federal Reserve Bank of Minneapolis web site.
Notes: Title from PDF file as viewed on 10/26/2007.

Includes bibliographical references.

Also available in print.

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Mode of access: World Wide Web.