Estimation of the Autoregressive Order in the Presence of Measurement Errors
Year of publication: |
2006
|
---|---|
Authors: | Chong, Terence Tai-Leung ; Wong, Chi-Leung ; Liew, Venus |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 3.2006, 12, p. 1-10
|
Publisher: |
AccessEcon |
Keywords: | Autoregressive Process Measurement Error Akaike Information Criterion Bayesian Information Criterion |
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