Estimating time-variation in measurement error from data revisions: An application to forecasting in dynamic models
Year of publication: |
2004
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Authors: | Kapetanios, George ; Yates, Anthony |
Publisher: |
London : Queen Mary University of London, Department of Economics |
Subject: | Prognoseverfahren | Zeitreihenanalyse | Statistische Erhebung | Statistischer Fehler | Forecasting, Data revisions |
Series: | Working Paper ; 520 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 471225800 [GVK] hdl:10419/62842 [Handle] |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: |
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Kapetanios, George, (2005)
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Forecasting with measurement errors in dynamic models
Harrison, Richard T., (2004)
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Forecasting with Measurement Errors in Dynamic Models
Harrison, Richard, (2005)
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Kapetanios, George, (2010)
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Kapetanios, George, (2011)
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Kapetanios, George, (2014)
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