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- W2146431758 abstract "Multiple vintages of data on the same variable are a pervasive feature of published data. This creates problems for empirical research, which requires a single observation series for each variable. This paper adopts an explicitly multivariate approach to solve this and related problems. Based on common factors and weak exogeneity, I show which vintage, or linear combination, of vintages should be used and how to test for cointegration with multiple vintages of data." @default.
- W2146431758 created "2016-06-24" @default.
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- W2146431758 date "2000-11-01" @default.
- W2146431758 modified "2023-09-23" @default.
- W2146431758 title "Which vintage of data to use when there are multiple vintages of data?" @default.
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- W2146431758 doi "https://doi.org/10.1016/s0165-1765(00)00295-0" @default.
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