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Exploiting information in vintages of time-series data

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  • Patterson, K. D.

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  • Patterson, K. D., 2003. "Exploiting information in vintages of time-series data," International Journal of Forecasting, Elsevier, vol. 19(2), pages 177-197.
  • Handle: RePEc:eee:intfor:v:19:y:2003:i:2:p:177-197
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    20. Johansen, Soren, 1992. "Testing weak exogeneity and the order of cointegration in UK money demand data," Journal of Policy Modeling, Elsevier, vol. 14(3), pages 313-334, June.
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    22. Johansen, Søren & Juselius, Katarina, 1992. "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 211-244.
    23. Howrey, E Philip, 1984. "Data Revision, Reconstruction, and Prediction: An Application to Inventory Investment," The Review of Economics and Statistics, MIT Press, vol. 66(3), pages 386-393, August.
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    25. Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
    26. Patterson, K D, 1995. "An Integrated Model of the Data Measurement and Data Generation Processes with an Application to Consumers' Expenditure," Economic Journal, Royal Economic Society, vol. 105(428), pages 54-76, January.
    27. Patterson, K D, 1992. "Revisions to the Components of the Trade Balance for the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(1), pages 103-120, February.
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