Spatial disaggregation of time series
时间序列的空间分解
Spatiotemporal modeling of economic aggregates is increasingly relevant in regional science due to the presence of both spatial spillovers and temporal dynamics. Traditional temporal disaggregation methods, such as Chow-Lin, often ignore spatial dependence, potentially losing important regional information. We propose a novel methodology for spatiotemporal disaggregation, integrating spatial autoregressive models, benchmarking restrictions, and auxiliary covariates. The…