VAR Estimation and Forecasting When Data Are Subject to Revision

DOI10.1198/JBES.2010.08169MaRDI QIDQ6666859zbMATH OpenFDO

Authors N. Kundan Kishor, Evan F. Koenig

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/JBES.2010.08169

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Statistical methods; economic indices and measures (91B82)

Cited in

(1)

• reviser

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