Testing for news and noise in non-stationary time series subject to multiple historical revisions

Alain Hecq, Jan P.A.M. Jacobs, Michalis P. Stamatogiannis

Year of publication:	January 2016
Authors:	Hecq, Alain W. J. ; Jacobs, Jan ; Stamatogiannis, Michalis P.
Publisher:	Maastricht : Graduate School of Business and Economics
Subject:	Dynamic Treatment Effect Models \| Multiple or Simultaneous Equation Models \| Zeitreihenanalyse \| Time series analysis \| Wirtschaftsstatistik \| Economic statistics \| Datenqualität \| Data quality \| Volkswirtschaftliche Gesamtrechnung \| National accounts

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