The impact of integrated measurement errors on modeling long-run macroeconomic time series
James A. Duffy and David F. Hendry
| Year of publication: |
2017
|
|---|---|
| Authors: | Duffy, James A. ; Hendry, David F. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 6/9, p. 568-587
|
| Subject: | Cointegration | integrated measurement errors | location shifts | long-run data | Kointegration | Statistischer Fehler | Statistical error | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2017.1307177 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011795283