Forecasting with measurement errors in dynamic models
نویسندگان
چکیده
منابع مشابه
Forecasting with Measurement Errors in Dynamic Models
In this paper we explore the consequences for forecasting of the following two facts: first, that over time statistical agencies revise and improve published data, so that observations on more recent events are those that are least well measured. Second, that economies are such that observations on the most recent events contain the the largest signal about the future. We discuss a variety of f...
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2005
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2005.03.002