Document Type

Article

Journal/Book Title/Conference

Economics Research Institute Study Paper

Volume

6

Publisher

Utah State University Department of Economics

Publication Date

1999

Rights

Copyright for this work is held by the author. Transmission or reproduction of materials protected by copyright beyond that allowed by fair use requires the written permission of the copyright owners. Works not in the public domain cannot be commercially exploited without permission of the copyright owner. Responsibility for any use rests exclusively with the user. For more information contact the Institutional Repository Librarian at digitalcommons@usu.edu.

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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