TY  - GEN 
A1  - Julio-Roman, Juan Manuel
DA  - 2011/02/02
PY  - 2011
UR  - https://repositorio.banrep.gov.co/handle/20.500.12134/5658
AB  - A dynamic linear model for data revisions and delays is proposed. This model extends Jacobs y Van Norden's [13] in two ways. First, the "true" data series is observable up to a fixed period of time M. And second, preliminary figures might be biased...
LA  - spa
PB  - Banco de la Republica
T3  - Borradores de Economia
JF  - Borradores de Economia; No. 641
M3  - Open Access
T1  - Modeling data revisions
KW  - C53 - Forecasting and Prediction Methods; Simulation Methods
KW  - C82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Analysis
KW  - C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
KW  - Data revisions
KW  - Now-casting
KW  - Real rime economic analysis
KW  - Producto interno bruto -- Mediciones -- Metodologia -- Colombia
KW  - Crecimiento economico -- Mediciones -- Metodologia -- Colombia
KW  - C22 - Modelos de series temporales; Regresiones cuantiles dinamicas; Modelos dinamicos de tratamiento; procesos de difusion
KW  - C53 - Metodos de pronostico y prediccion; metodos de simulacion
KW  - C82 - Metodologia de la recopilacion, estimacion y organizacion de datos macroeconomicos; analisis de los datos
DO  - https://doi.org/10.32468/be.641
L1  - https://ideas.repec.org/p/bdr/borrec/641.html
ER  -