Exploiting information in vintages of time-series data

International Journal of Forecasting

Volumn 19, Issue 2, 2003, Pages 177-197

  Patterson, K D ^a  

^a UNIVERSITY OF READING   (United Kingdom)

Author keywords

Cointegration; Common trend; Data vintage; Forecast failure; Permanent transitory decomposition

Indexed keywords

EID: 29144454344     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(01)00145-5     Document Type: Article

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