Data revisions and time series models of GDP and its components

References

• Box , G. E. P. and Jenkins , G. M. 1970 . Time Series Analysis: Forecasting and Control , San Francisco : Holden-Day .
   Google Scholar
• Davies , N. , Triggs , C. M. and Newbold , P. 1977 . Significance Levels of the Box-Pierce Portmanteau Statistic in Finite Samples . Biometrika , 64 : 517 – 522 .
   Web of Science ®Google Scholar
• Denton , F. T. and Oksaven , E. H. 1972 . A Multi-Country Analysis of the Effect of Data Revisions on an Econometric Model . Journal of the American Statistical Association , 67 : 286 – 291 .
   Web of Science ®Google Scholar
• Feige , E. L. and Pearce , D. K. 1976 . Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy? . Journal of Political Economy , 84 : 499 – 522 .
   Web of Science ®Google Scholar
• McDonald , J. 1975 . An Analysis of the Significance of Revisions to Some Quarterly UK National Income Time Series . Journal of the Royal Statistical Society (A) , 138 : 242 – 256 .
   Google Scholar
• Morgenstern , O. 1963 . On the Accuracy of Economic Observations , Princeton : Princeton University Press .
   Google Scholar
• Pindyck , R. S. and Rubinfeld , D. L. 1976 . Economic Models and Economic Forecasts , New York : McGraw-Hill .
   Google Scholar