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Volumn 69, Issue 2, 2000, Pages 115-121

Which vintage of data to use when there are multiple vintages of data?: Cointegration, weak exogeneity and common factors

Author keywords

C31; C8; Common factor; Preliminary data; Weak exogeneity

Indexed keywords


EID: 0041778763     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(00)00295-0     Document Type: Article
Times cited : (9)

References (16)
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  • 2
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  • 10
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    • Testing structural hypotheses in a multivariate cointegration analysis of the PP and the UIP for UK
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    • Patterson, K.D.1    Heravi, S.M.2
  • 12
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    • Are different vintages of data on the components of GDP cointegrated?
    • Patterson K.D., Heravi S.M. Are different vintages of data on the components of GDP cointegrated? Economic Letters. 35:1991;409-413.
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    • Patterson, K.D.1    Heravi, S.M.2
  • 13
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    • A state space model for reducing the uncertainty associated with preliminary vintages of data with an application to aggregate consumption
    • Patterson K.D. A state space model for reducing the uncertainty associated with preliminary vintages of data with an application to aggregate consumption. Economic Letters. 46:1994;215-222.
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  • 14
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    • A state space approach to forecasting the final vintage of revised data with an application to the index of industrial production
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    • Patterson, K.D.1
  • 15
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    • An empirical exploration of revisions in US national income aggregates
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    • Siklos, P.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.