Prediction of Final Data with Use of Preliminary and/or Revised Data
In the case of US national accounts the data are revised for the first few years and every decade, which implies that the data is not really the final data. The Monte Carlo integration non-linear filter proposed by Tanizaki (1991, 1993) and Tanizaki and Mariano (1994) was applied. The predictors wer...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
1995
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/260 |
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| Institution: | Singapore Management University |
| Language: | English |