A dynamic linear model for data revisions and delays is proposed. This model extends Jacobs y Van Norden's [13] in two ways. First, the "true" data series is observable up to a fixed period of time M. And second, preliminary figures might be biased estim
Revisions of US macroeconomic data are not white-noise. They are persistent, correlated with real-t...
Researchers face a tradeoff when applying latent variable models to time-series, cross-section*al da...
The thesis aims at change-point estimation in gradual change models. Methods avail- able in literatu...
A dynamic linear model for data revisions and delays is proposed. This model extends Jacobs & Van No...
Policy makers must base their decisions on preliminary and partially revised data of varying reliabi...
Policy makers must base their decisions on preliminary and partially revised data of varying reliabi...
Realistic modeling of data revisions can play an impor-tant role in policy formulation. A common way...
Data revisions in macroeconomic time series are typically studied in isolation ignoring the joint be...
This article places the data revision model of Jacobs and van Norden (2011) within a class of trend-...
Revisions of US macroeconomic data are not white-noise. They are persistent, correlated with real-ti...
In this paper we try to enhance our understanding of preliminary data releases of industrial product...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN038280 / BLDSC - British Library D...
In this thesis we examine several extensions to the dynamic linear model framework, outlined by Harr...
This paper aims to demonstrate that the data revision process affects the persistence of gross domes...
Dynamic Linear Models are a state space model framework based on the Kalman filter. We use this fram...
Revisions of US macroeconomic data are not white-noise. They are persistent, correlated with real-t...
Researchers face a tradeoff when applying latent variable models to time-series, cross-section*al da...
The thesis aims at change-point estimation in gradual change models. Methods avail- able in literatu...
A dynamic linear model for data revisions and delays is proposed. This model extends Jacobs & Van No...
Policy makers must base their decisions on preliminary and partially revised data of varying reliabi...
Policy makers must base their decisions on preliminary and partially revised data of varying reliabi...
Realistic modeling of data revisions can play an impor-tant role in policy formulation. A common way...
Data revisions in macroeconomic time series are typically studied in isolation ignoring the joint be...
This article places the data revision model of Jacobs and van Norden (2011) within a class of trend-...
Revisions of US macroeconomic data are not white-noise. They are persistent, correlated with real-ti...
In this paper we try to enhance our understanding of preliminary data releases of industrial product...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN038280 / BLDSC - British Library D...
In this thesis we examine several extensions to the dynamic linear model framework, outlined by Harr...
This paper aims to demonstrate that the data revision process affects the persistence of gross domes...
Dynamic Linear Models are a state space model framework based on the Kalman filter. We use this fram...
Revisions of US macroeconomic data are not white-noise. They are persistent, correlated with real-t...
Researchers face a tradeoff when applying latent variable models to time-series, cross-section*al da...
The thesis aims at change-point estimation in gradual change models. Methods avail- able in literatu...
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