Research output

Testing for news and noise in non-stationary time series subject to multiple historical revisions

Research output: Contribution to journalArticleAcademicpeer-review

Associated researcher

Associated organisations

    Research areas

  • Data revision, Cointegration, News-noise tests, Outlier detection, WEAK EXOGENEITY, VINTAGES, SELECTION, GROWTH, MODELS
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Original languageEnglish
Pages (from-to)396-407
Number of pages12
JournalJournal of Macroeconomics
Publication statusPublished - Jun 2019