Properties and stochastic nature of BEA's early estimates of GNP

Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14279/2006

Title:	Properties and stochastic nature of BEA's early estimates of GNP
Authors:	Neftci, Salih Theodossiou, Panayiotis
metadata.dc.contributor.other:	Θεοδοσίου, Παναγιώτης
Major Field of Science:	Social Sciences
Field Category:	Economics and Business
Keywords:	Business;Economics;Capital market;Finance--Statistics
Issue Date:	Aug-1991
Source:	Journal of economics and business, 1991, vol. 43, no. 3, pp. 231–239
Volume:	43
Issue:	3
Start page:	231
End page:	239
Journal:	Journal of Economics and Business
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:	https://hdl.handle.net/20.500.14279/2006
ISSN:	1486195
DOI:	10.1016/0148-6195(91)90021-N
Rights:	© Elsevier
Type:	Article
Affiliation :	Oklahoma State University University of Wisconsin
Publication Type:	Peer Reviewed
Appears in Collections:	Άρθρα/Articles

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