Please use this identifier to cite or link to this item: http://ktisis.cut.ac.cy/handle/10488/6737
Title: Properties and stochastic nature of BEA's early estimates of GNP
Authors: Neftci, Salih
Theodossiou, Panayiotis 
Keywords: Business
Economics
Capital market
Finance--Statistics
Issue Date: 1991
Publisher: Elsevier
Source: Journal of economics and business, 1991, Volume 43, Issue 3, Pages 231–239
Abstract: In this article we investigate the extent to which successive estimates of the GNP prepared by the Bureau of Economic Analysis “fully” reflect available information. Using a statistical framework based on the properties of nested information sets and recursive projection, we have derived and tested specific restrictions these estimates should follow. The tests carried out show that all preliminary estimates fail to meet the restrictions
URI: http://ktisis.cut.ac.cy/handle/10488/6737
ISSN: 0148-6195
DOI: 10.1016/0148-6195(91)90021-N
Rights: © 1991 Temple University
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