Document Type

Article

Journal/Book Title/Conference

Economics Research Institute Study Paper

Volume

6

Publisher

Utah State University Department of Economics

Publication Date

1999

First Page

1

Last Page

30

Abstract

This paper addresses several issues associated with distribution and interpolation of time series, including model selection and various data transformations. Monte Carlo experiments are performed, which suggest that failure to account for these data transformations may lead to serious errors in estimation.



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