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2013 | nr 93 Expectations and Forecasting | 45--69
Tytuł artykułu

End-of-sample vs. Real Time Data: Perspectives for Analysisof Expectations,

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Warianty tytułu
Języki publikacji
EN
Abstrakty
Data revision is usually defined as an adjustment published after initial value had been announced; it may reflect rectification of errors, availability of new information, introduction of new measurement or aggregation techniques etc. This paper addresses the impact of data revisions on measures of expectations and offers an introduction to empirical analysis of data vintage in testing properties of expectations. It also defines and classifies data revisions and presents a review of literature and databases available for the purposes of real time analysis.(original abstract)
Słowa kluczowe
Twórcy
  • Szkoła Główna Handlowa w Warszawie
Bibliografia
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Typ dokumentu
Bibliografia
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Identyfikator YADDA
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