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

Alain Hecq, Jan P.A.M. Jacobs, Michalis Stamatogiannis

Research output: Working paperAcademic

Original languageEnglish
Place of PublicationMontreal
PublisherCIRANO
Publication statusPublished - 2016

Publication series

NameCIRANO Working Papers
PublisherCIRANO
Volume2016-s01

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