ESTIMATING TIME VARIATION IN MEASUREMENT ERROR FROM DATA REVISIONS: AN APPLICATION TO BACKCASTING AND FORECASTING IN DYNAMIC MODELS

Autor:	KAPETANIOS, GEORGE, YATES, TONY
Zdroj:	Journal of Applied Econometrics, 2010 Aug 01. 25(5), 869-893.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/40865177 Zobrazit plný text záznamu Plný text