Vladimir Motorin

[ 1 ] - A Generalization of Initial Conditions in Benchmarking of Economic Time-Series by Additive and Proportional Denton Methods

The paper presents unified analytical solution for combining high-frequency and low-frequency economic time-series by additive and proportional Denton methods with parametrical dependence on the initial values of variable and indicator in evident form. This solution spans Denton’s original and Cholette’s advanced benchmarking initial conditions as the subcases. Computational complexity of the o...