VAR estimation and forecasting when data are subject to revision

Journal of Business and Economic Statistics

Volumn 30, Issue 2, 2012, Pages 181-190

  Kundan Kishor, N ^a   Koenig, Evan F ^b  

^a UNIVERSITY OF WISCONSIN MILWAUKEE   (United States)

^b FEDERAL RESERVE BANK OF DALLAS   (United States)

Author keywords

Forecasting; Real time data; Real time estimation

Indexed keywords

EID: 84861869913     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1198/jbes.2010.08169     Document Type: Article

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