Estimating the fractionally integrated process in the presence of measurement errors
Year of publication: |
1999
|
---|---|
Authors: | Chong, Terence Tai-Leung ; Lui, Gilbert Chiu-sing |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 63.1999, 3, p. 285-294
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Statistischer Fehler | Statistical error |
-
Computerintensive Bayes-Schätzungen in Fehler-in-den-Variablen-Modellen
Heintel, Markus, (1999)
-
Nadarajah, Saralees, (2008)
-
Some recent advances in measurement error models and methods
Schneeweiß, Hans, (2006)
- More ...
-
Estimating the fractionally integrated process in the presence of measurement errors
Chong, Terence Tai-leung, (1999)
-
Estimating the fractionally integrated process in the presence of measurement errors
Chong, Terence Tai-leung, (1999)
-
The nexus between analyst forecast dispersion and expected returns surrounding stock market crashes
Chong, Terence Tai-leung, (2009)
- More ...