Testing for news and noise in non-stationary time series subject to multiple historical revisions
Alain Hecq, Jan P.A.M. Jacobs, Michalis P. Stamatogiannis
| Year of publication: |
January 2016
|
|---|---|
| Authors: | Hecq, Alain W. J. ; Jacobs, Jan ; Stamatogiannis, Michalis P. |
| Publisher: |
Maastricht : Graduate School of Business and Economics |
| Subject: | Dynamic Treatment Effect Models | Multiple or Simultaneous Equation Models | Zeitreihenanalyse | Time series analysis | Wirtschaftsstatistik | Economic statistics | Datenqualität | Data quality | Volkswirtschaftliche Gesamtrechnung | National accounts |
| Extent: | 1 Online-Ressource (circa 29 Seiten) Illustrationen |
|---|---|
| Series: | GSBE research memoranda. - Maastricht : [Verlag nicht ermittelbar], ISSN 2666-8807, ZDB-ID 2714297-8. - Vol. RM/16/004 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011433077