Modeling data revisions: measurement error and dynamics of ``true'' values
type: Item
instance of: scholarly article
title: Modeling data revisions: measurement error and dynamics of ``true'' values
zbMATH Open document ID: 1441.62751
author: Jan P. A. M. Jacobs
author: Simon van Norden
published in: Journal of Econometrics
publication date: 2016-08-10T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6610682
zbMATH Keywords: real-time analysis
zbMATH Keywords: data revisions
MaRDI profile type: Publication
full work available at URL: j.jeconom.2010.04.010
OpenAlex ID: W2133497347
cites work: A real-time data set for macroeconomists
cites work: Time series analysis by state space methods
cites work: Q4840212
cites work: The Identification Problem for Multiple Equation Systems with Moving Average Errors
cites work: The Identification and Parameterization of Armax and State Space Forms
cites work: Dynamic structural systems under indirect observation: Identifiability and estimation aspects from a system theoretic perspective
cites work: A state space model for reducing the uncertainty associated with preliminary vintages of data with an application to aggregate consumption
cites work: Which vintage of data to use when there are multiple vintages of data?: Cointegration, weak exogeneity and common factors
DOI: 10.1016/J.JECONOM.2010.04.010
description: scientific article; zbMATH DE number 6610682