Some consequences of using "measurement error shocks" when estimating time series models
Adrian Pagan (School of Economics, University of Sydney and Centre for Applied Macroeconomic Analysis, ANU)
| Year of publication: |
February 2017
|
|---|---|
| Authors: | Pagan, Adrian R. |
| Publisher: |
Canberra : Centre for Applied Macroeconomic Analysis, The Australian National University |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error | Schock | Shock |
| Extent: | 1 Online-Ressource (circa 12 Seiten) |
|---|---|
| Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2017, 12 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011748330