Measurement equations issuee

Estimation ML/Bayesian estimation
2
  1. If you correctly define the mapping, you can either use first differences or the filtered versions you currently use.
  2. Whether your equations are correct, depends particularly on the scaling (percentages, multiplied by 100 etc.)
  3. You don’t necessarily need sectoral data, but it cannot hurt. You should check identification.
  4. Yes, you can mix quarterly and annual data if you like. See Data with different frequency - #4 by jpfeifer