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A State Space Approach to Extracting the Signal From Uncertain Data
Cunningham, Alastair; Eklund, Jana; Jeffery, Chris; … - In: Journal of Business & Economic Statistics 30 (2012) 2, pp. 173-180
Most macroeconomic data are uncertain—they are estimates rather than perfect measures of underlying economic variables. One symptom of that uncertainty is the propensity of statistical agencies to revise their estimates in the light of new information or methodological advances. This paper...
Persistent link: https://www.econbiz.de/10010606690
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Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation
Kapetanios, George; Labhard, Vincent; Price, Simon - In: Journal of Business & Economic Statistics 26 (2008) January, pp. 33-41
Persistent link: https://www.econbiz.de/10005532292
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A State Space Approach to Extracting the Signal From Uncertain Data
Cunningham, Alastair; Eklund, Jana; Jeffery, Chris; … - In: Journal of Business & Economic Statistics 30 (2009) 2, pp. 173-180
Most macroeconomic data are uncertain—they are estimates rather than perfect measures of underlying economic variables. One symptom of that uncertainty is the propensity of statistical agencies to revise their estimates in the light of new information or methodological advances. This paper...
Persistent link: https://www.econbiz.de/10010690840
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A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets
Kapetanios, George - In: Journal of Business & Economic Statistics 28 (2010) 3, pp. 397-409
Persistent link: https://www.econbiz.de/10008783928
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Testing for Neglected Nonlinearity in Long-Memory Models
Baillie, Richard T.; Kapetanios, George - In: Journal of Business & Economic Statistics 25 (2007) October, pp. 447-461
Persistent link: https://www.econbiz.de/10005430142