Ramzani, S.; Babanezhad, M.; Mohseni, M. A. - In: Journal of statistical and econometric methods 1 (2012) 3, pp. 63-78
Error in measuring time varying data setting is one important source of bias in estimating of time series modeling parameters. When the measurement error model is non-classic, this raises the question whether the different measurement error model strategy might differently affect the estimation...