Abstract I provide a closed-form solution to temporal disaggregation or interpolation models which is both general in terms of dynamic structure of the model (lags of the high-frequency variable) and flexible in terms of autocorrelation of its residual. As for static models, I show that assuming autocorrelated residuals in dynamic models is practically convenient. To illustrate the potential of the solution proposed, I provide an example for quarterly non-financial corporations’ capital stock in computers and communication equipment.

中文翻译：

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Chow-Lin方法扩展到具有自相关残差的动态模型

摘要我为时间分解或插值模型提供了一种封闭形式的解决方案，该模型既在模型的动态结构（高频变量的滞后）方面具有通用性，又在其残差的自相关方面具有灵活性。至于静态模型，我证明了在动态模型中假设自相关残差实际上很方便。为了说明提出的解决方案的潜力，我为非金融公司每季度在计算机和通信设备中的资本存量提供了一个示例。