Combining historical and preliminary information to obtain timely time series data
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Bibliographic InfoArticle provided by Elsevier in its journal International Journal of Forecasting.
Volume (Year): 9 (1993)
Issue (Month): 4 (December)
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Web page: http://www.elsevier.com/locate/ijforecast
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- Victor Guerrero, 2005. "Restricted estimation of an adjusted time series: application to Mexico's industrial production index," Journal of Applied Statistics, Taylor and Francis Journals, vol. 32(2), pages 157-177.
- Altavilla, Carlo & Ciccarelli, Matteo, 2007. "Information combination and forecast (st)ability evidence from vintages of time-series data," Working Paper Series 0846, European Central Bank.
- Dean Croushore, 2009. "Commentary on Estimating U.S. output growth with vintage data in a state-space framework," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 371-382.
- Dean Croushore, 2008.
"Frontiers of real-time data analysis,"
08-4, Federal Reserve Bank of Philadelphia.
- Carlo Altavilla & Matteo Ciccarelli, 2011.
"Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset,"
CESifo Working Paper Series
3372, CESifo Group Munich.
- Carlo Altavilla & Matteo Ciccarelli, 2011. "Monetary Policy Analysis in Real-Time. Vintage combination from a real-time dataset," CSEF Working Papers 274, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Ruiz, Edilberto & Nieto, Fabio H., 2000. "A note on linear combination of predictors," Statistics & Probability Letters, Elsevier, vol. 47(4), pages 351-356, May.
- Guerrero, Víctor M. & Juárez, Rodrigo & Poncela, Pilar, 2001. "Data graduation based on statistical time series methods," Statistics & Probability Letters, Elsevier, vol. 52(2), pages 169-175, April.
- Victor Guerrero & Edmundo Berumen, 1998. "Forecasting electricity consumption with extra-model information provided by consumers," Journal of Applied Statistics, Taylor and Francis Journals, vol. 25(2), pages 283-299.
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