A state space model for reducing the uncertainty associated with preliminary vintages of data with an application to aggregate consumption
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 46 (1994)
Issue (Month): 3 (November)
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- Egginton, Don M. & Pick, Andreas & Vahey, Shaun P., 2002.
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- Jacobs, Jan P.A.M. & van Norden, Simon, 2011. "Modeling data revisions: Measurement error and dynamics of "true" values," Journal of Econometrics, Elsevier, vol. 161(2), pages 101-109, April.
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- Alastair Cunningham & Chris Jeffery & George Kapetanios & Vincent Labhard, 2007. "A State Space Approach To The Policymaker's Data Uncertainty Problem," Money Macro and Finance (MMF) Research Group Conference 2006 168, Money Macro and Finance Research Group.
- Patterson, K. D., 2000. "Which vintage of data to use when there are multiple vintages of data?: Cointegration, weak exogeneity and common factors," Economics Letters, Elsevier, vol. 69(2), pages 115-121, November.
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