Modeling data revisions: Measurement error and dynamics of "true" values

Journal of Econometrics

Volumn 161, Issue 2, 2011, Pages 101-109

  Jacobs, Jan P A M ^a,b   Van Norden, Simon ^c  

^a UNIVERSITY OF GRONINGEN   (Netherlands)

^b CIRANO   (Canada)

^c HEC MONTRÉAL   (Canada)

Author keywords

Data revisions; Real time analysis

Indexed keywords

COMPLEX DYNAMICS; DATA REVISIONS; DECISION MAKERS; FLEXIBLE FRAMEWORK; MODEL DATA; MODELING DATA; POLICY MAKERS; REAL-TIME ANALYSIS; REAL-TIME DATA; REAL-TIME ESTIMATION; REALISTIC DATA; REALISTIC MODELING; SPILLOVER EFFECTS; STANDARD METHOD; STATE-SPACE MODELS;

DECISION MAKING;

MEASUREMENT ERRORS;

EID: 79952449672     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2010.04.010     Document Type: Article

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