Economics Research Institute Study Paper
Utah State University Department of Economics
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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.
Aadland, David M., "The Subtleties of Distribution and Interpolation" (1999). Economic Research Institute Study Papers. Paper 156.