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Combining forecasts from successive data vintages: An application to U.S. growth. (2016). Hecq, Alain ; Götz, Thomas ; Gotz, Thomas B ; Urbain, Jean-Pierre .
In: International Journal of Forecasting.
RePEc:eee:intfor:v:32:y:2016:i:1:p:61-74.

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  1. Nowcasting Turkish GDP with MIDAS: Role of Functional Form of the Lag Polynomial. (2020). Gunay, Mahmut.
    In: Working Papers.
    RePEc:tcb:wpaper:2002.

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  2. Testing for news and noise in non-stationary time series subject to multiple historical revisions. (2019). Hecq, Alain ; Stamatogiannis, Michalis P.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:60:y:2019:i:c:p:396-407.

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  3. Large mixed-frequency VARs with a parsimonious time-varying parameter structure. (2018). Götz, Thomas ; Hauzenberger, Klemens ; Gotz, Thomas B.
    In: Discussion Papers.
    RePEc:zbw:bubdps:402018.

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  4. Testing for news and noise in non-stationary time series subject to multiple historical revisions. (2016). Jacobs, Jan ; Hecq, Alain.
    In: Research Memorandum.
    RePEc:unm:umagsb:2016004.

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  5. Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions. (2016). Jacobs, Jan ; Hecq, Alain ; Stamatogiannis, Michalis P.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2016s-01.

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References

References cited by this document

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