Bouwman, Kees E.; Jacobs, Jan P.A.M. - In: Journal of Macroeconomics 33 (2011) 4, pp. 784-792
that can deal with publication lags and data revisions. The framework is applied to the US leading index. We conclude that … including even a simple model of data revisions improves the accuracy of the imputations and that the univariate imputation …