<?xml version="1.0" encoding="ISO-8859-1"?><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<front>
<journal-meta>
<journal-id>0186-7202</journal-id>
<journal-title><![CDATA[Estudios Económicos (México, D.F.)]]></journal-title>
<abbrev-journal-title><![CDATA[Estud. Econ. (México, D.F.)]]></abbrev-journal-title>
<issn>0186-7202</issn>
<publisher>
<publisher-name><![CDATA[El Colegio de México A.C.]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S0186-72022025000200101</article-id>
<article-id pub-id-type="doi">10.24201/ee.v40i1.e465</article-id>
<title-group>
<article-title xml:lang="es"><![CDATA[Desagregación trimestral y estimación oportuna usando variables latentes: una aplicación a las cuentas ecológicas de México]]></article-title>
<article-title xml:lang="en"><![CDATA[Quarterly disaggregation and timely estimation using latent variables: an application to Mexico&#8217;s environmental accounts]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Corona]]></surname>
<given-names><![CDATA[Francisco]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Benavidez-Maruri]]></surname>
<given-names><![CDATA[René]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Román Vásquez]]></surname>
<given-names><![CDATA[Alejandro]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
</contrib-group>
<aff id="Af1">
<institution><![CDATA[,Instituto Nacional de Estadística y Geografía  ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>Mexico</country>
</aff>
<aff id="Af2">
<institution><![CDATA[,Instituto Nacional de Estadística y Geografía  ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>Mexico</country>
</aff>
<aff id="Af3">
<institution><![CDATA[,Universidad Autónoma Metropolitana  ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>Mexico</country>
</aff>
<pub-date pub-type="pub">
<day>00</day>
<month>12</month>
<year>2025</year>
</pub-date>
<pub-date pub-type="epub">
<day>00</day>
<month>12</month>
<year>2025</year>
</pub-date>
<volume>40</volume>
<numero>2</numero>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_arttext&amp;pid=S0186-72022025000200101&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_abstract&amp;pid=S0186-72022025000200101&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_pdf&amp;pid=S0186-72022025000200101&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="es"><p><![CDATA[Resumen En este trabajo se propone una metodología que permite desagregar de manera temporal y estimar oportunamente series de tiempo económicas mediante el uso de variables latentes extraídas a través de mínimos cuadrados parciales (PLS, por sus siglas en inglés). En específico, el procedimiento se basa en estimar factores comunes a través de PLS maximizando el comovimiento entre variables de distinta frecuencia temporal y usar dichos factores para desagregar temporalmente y estimar de manera oportuna a las series de interés. La aplicación empírica se realiza para algunas series de las Cuentas Ecológicas de México, concluyendo que se generan estimaciones oportunas y precisas, y, al proveer series de tiempo más largas de frecuencia trimestral, permite a los analistas del tema realizar propuestas en materia de política pública. Finalmente, mediante un experimento Monte Carlo, se concluye también que el procedimiento expuesto aquí, puede ser extendido a diversos conjuntos de series de tiempo cointegradas.]]></p></abstract>
<abstract abstract-type="short" xml:lang="en"><p><![CDATA[Abstract This paper proposes an econometric approach to temporally disaggregate and timely estimate different panels of time series by extracting latent variables using the Partial Least Squares method. Specifically, the procedure is based on estimating common factors by maximizing the comovements of different frequencies of time series, which allows a temporally disaggregate and timely estimate the series of the interest. The empirical application is carried out for some series of the Ecological Accounts of Mexico, and we conclude that the approach generates accurate nowcasts, and, by providing longer time series with quarterly frequency, it allows the generation of public policy. Finally, by implementing a Monte Carlo experiment, we conclude that the procedure can be extended to several sets of cointegrated time series.]]></p></abstract>
<kwd-group>
<kwd lng="es"><![CDATA[cointegración]]></kwd>
<kwd lng="es"><![CDATA[mínimos cuadrados parciales]]></kwd>
<kwd lng="es"><![CDATA[nowcasting]]></kwd>
<kwd lng="es"><![CDATA[regla de combinación]]></kwd>
<kwd lng="es"><![CDATA[tiempo pseudorreal]]></kwd>
<kwd lng="es"><![CDATA[C22]]></kwd>
<kwd lng="es"><![CDATA[C32]]></kwd>
<kwd lng="es"><![CDATA[Q50]]></kwd>
<kwd lng="en"><![CDATA[cointegración]]></kwd>
<kwd lng="en"><![CDATA[mínimos cuadrados parciales]]></kwd>
<kwd lng="en"><![CDATA[nowcasting]]></kwd>
<kwd lng="en"><![CDATA[regla de combinación]]></kwd>
<kwd lng="en"><![CDATA[tiempo pseudorreal]]></kwd>
<kwd lng="en"><![CDATA[C22]]></kwd>
<kwd lng="en"><![CDATA[C32]]></kwd>
<kwd lng="en"><![CDATA[Q50]]></kwd>
</kwd-group>
</article-meta>
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