How to combine quarterly and yearly data in regression analysis?

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Ayman Amin

Sometimes, time series decomposition methods can be used to transform from yearly to quarterly data. Try to search for TRAMO-SEATS software or it may be add-in in EVIEWS.

Raffaele Mattera

You should see the class of MIDAS regressions. However, the standard MIDAS technique allows for higher frequency covariates and low frequency dependent variable.

Chuck A Arize

https://www.jstor.org/stable/41239059