Revisions in official data and forecasting

DOI10.1007/S10260-014-0262-YzbMath1332.91089OpenAlexW1900657350MaRDI QIDQ257675

Valentina Raponi, Cecilia Frale

Publication date: 17 March 2016

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: http://www.dt.tesoro.it/export/sites/sitodt/modules/documenti_it/analisi_progammazione/working_papers/WP_N._3-2012.pdf

zbMATH Keywords

mixed frequencydynamic factor modeldata revisionsreal-time dataset

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• Modeling data revisions: measurement error and dynamics of ``true values
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Asymptotic Inference about Predictive Ability
• A real-time data set for macroeconomists

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