Serially correlated measurement errors in time series regression: The potential of instrumental variable estimators
Year of publication: |
2014
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Authors: | Biørn, Erik |
Publisher: |
Oslo : University of Oslo, Department of Economics |
Subject: | Errors in variables | ARMA | Error memory | Simultaneity bias | Attenuation | Monte Carlo |
Series: | Memorandum ; 28/2014 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 814194478 [GVK] hdl:10419/119542 [Handle] |
Classification: | C22 - Time-Series Models ; c26 ; C32 - Time-Series Models ; c36 ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: |
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Biørn, Erik, (2014)
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Biørn, Erik, (2014)
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MaCurdy, Thomas, (2007)
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Biørn, Erik, (2015)
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The price-quantity decomposition of capital values revisited: Framework and examples
Biørn, Erik, (2014)
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Biørn, Erik, (2012)
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