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

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

Research output: Working paper › Academic

Name	Research Memorandum University of Maastricht
Publisher	University of Maastricht
Volume	RM/16/004

Handle.net

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title = "Testing for news and noise in non-stationary time series subject to multiple revisions",

author = "Alain Hecq and J.P.A.M. Jacobs and Michalis Stamatogiannis",

year = "2016",

language = "English",

series = "Research Memorandum University of Maastricht",

publisher = "University of Maastricht",

type = "WorkingPaper",

institution = "University of Maastricht",

}

TY - UNPB

T1 - Testing for news and noise in non-stationary time series subject to multiple revisions

AU - Hecq, Alain

AU - Jacobs, J.P.A.M.

AU - Stamatogiannis, Michalis

PY - 2016

Y1 - 2016

M3 - Working paper

T3 - Research Memorandum University of Maastricht

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

PB - University of Maastricht

CY - Maastricht

ER -