Estimating time variation in measurement error from data revisions: an application to backcasting and forecasting in dynamic models
| Year of publication: |
2010
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|---|---|
| Authors: | Kapetanios, George ; Yates, Tony |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 25.2010, 5, p. 869-894
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