This study evaluates a number of methods of reducing the bias and mean squared error of log-periodogram (LP) based methods to estimate the long-memory parameter and, in addition, assesses the actual coverage of the associated confidence intervals, considering both tails and the width of the...

Real-time data on national accounts statistics typically undergo an extensive revision process, leading to multiple vintages on the same generic variable. The time between the publication of the initial and final data is a lengthy one and raises the question of how to model and forecast the...