Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models
George Kapetanios and Tony Yates
Year of publication: |
2010
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Authors: | Kapetanios, George ; Yates, Anthony |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 25.2010, 5, p. 869-893
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Subject: | Statistischer Fehler | Statistical error | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Datenerhebung | Data collection |
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