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: |
2019
|
|---|---|
| Authors: | Hecq, Alain W. J. ; Jacobs, Jan ; Stamatogiannis, Michalis P. |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 60.2019, p. 396-407
|
| Subject: | Cointegration | Data revision | News-noise tests | Outlier detection | Zeitreihenanalyse | Time series analysis | Wirtschaftsstatistik | Economic statistics | Kointegration | Prognoseverfahren | Forecasting model | Wirtschaftsindikator | Economic indicator | Datenqualität | Data quality | Volkswirtschaftliche Gesamtrechnung | National accounts | Datenerhebung | Data collection | Theorie | Theory | Statistischer Test | Statistical test | Nationaleinkommen | National income |