A state space model for reducing the uncertainty associated with preliminary vintages of data with an application to aggregate consumption

DOI10.1016/0165-1765(94)00479-XzbMath0815.90032MaRDI QIDQ5906656

Kerry D. Patterson

Publication date: 12 January 1995

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

measurement erroraggregate consumption

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Consumer behavior, demand theory (91B42)

Related Items (1)

Modeling data revisions: measurement error and dynamics of ``true values

Cites Work

• Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

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