PROPERTIES AND STOCHASTIC NATURE OF BEAS EARLY ESTIMATES OF GNP

被引：7

作者：

NEFTCI, SN ^{[1
]}

THEODOSSIOU, P ^{[1
]}

机构：

[1] CLARKSON UNIV,DEPT ECON & FINANCE,POTSDAM,NY 13676

来源：

JOURNAL OF ECONOMICS AND BUSINESS | 1991年 / 43卷 / 03期

关键词：

D O I：

10.1016/0148-6195(91)90021-N

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

In this article we investigate the extent to which successive estimates of the GNP prepared by the Bureau of Economic Analysis "fully" reflect available information. Using a statistical framework based on the properties of nested information sets and recursive projection, we have derived and tested specific restrictions these estimates should follow. The tests carried out show that all preliminary estimates fail to meet the restrictions. © 1991.

引用

页码：231 / 239

页数：9

共 7 条

[1] REJECTIONS OF ORTHOGONALITY IN RATIONAL-EXPECTATIONS MODELS - FURTHER MONTE-CARLO RESULTS FOR AN EXTENDED SET OF REGRESSORS [J].