Author:
Mogliani Matteo,Ferriire Thomas
Reference69 articles.
1. Revisions to quarterly GDP estimates: A comparative analysis for seven large OECD countries;N Ahmad;Tech. rep,2004
2. Comparing density forecasts via weighted likelihood ratio tests;G Amisano;Journal of Business & Economic Satistics,2007
3. Heteroskedasticity and autocorrelation consistent covariance matrix estimation;D W K Andrews;Econometrica,1991
4. An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator;D W K Andrews;Econometrica,1992
5. Data revisions are not well behaved;S B Aruoba;Journal of Money, Credit and Banking,2008
Cited by
16 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献