Testing for news and noise in non-stationary time series subject to multiple historical revisions


Hecq, Alain, Jacobs, Jan PAMJ and Stamatogiannis, Michalis P ORCID: 0000-0002-7283-7550 (2019) Testing for news and noise in non-stationary time series subject to multiple historical revisions. Journal of Macroeconomics.

[img] Text
HecqJacobsStamatogiannis2019.pdf - Author Accepted Manuscript
Download (373kB)
Item Type: Article
Depositing User: Symplectic Admin
Date Deposited: 26 Mar 2019 12:37
Last Modified: 19 Jan 2023 00:56
DOI: 10.1016/j.jmacro.2019.03.003
URI: https://livrepository.liverpool.ac.uk/id/eprint/3034977
Dimensions
Altmetric
CORE (COnnecting REpositories)