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Measurement error and time aggregation : a closer look at estimates of output-labor elasticities
Estevão, Marcelo M. - 1996
Persistent link: https://www.econbiz.de/10000931473
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The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino - In: Econometric reviews 35 (2016) 1/4, pp. 169-200
Persistent link: https://www.econbiz.de/10011549904
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The impact of integrated measurement errors on modelling long-run macroeconomic time series
Duffy, James A.; Hendry, David F. - 2017
Persistent link: https://www.econbiz.de/10011630053
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Measurement Error and Time Aggregation : A Closer Look at Estimates of Output-Labor Elasticities
Estevão, Marcello M. - 1998
frequencies and numerical simulations illustrate this point. In addition, this estimation methodology shows that the elasticity of …
Persistent link: https://www.econbiz.de/10014084107
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Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng; Tang, Cheng Yong - In: Journal of financial econometrics 22 (2024) 2, pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
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Nonparametric estimation of missing values in time series
Noack, Thomas; Schlittgen, Rainer - 1999
Persistent link: https://www.econbiz.de/10001379096
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Serially correlated measurement errors in time series regression : the potential of instrumental variable estimators
Biørn, Erik - 2014 - This version December 2014
potential of IV estimation procedures. Supplementary Monte Carlo simulations are provided for two of the example models. …
Persistent link: https://www.econbiz.de/10010459136
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The effect of round-off error on long memory processes
La Spada, Gabriele; Lillo, Fabrizio - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 4, pp. 445-482
Persistent link: https://www.econbiz.de/10010461206
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Some consequences of using "measurement error shocks" when estimating time series models
Pagan, Adrian R. - 2017
Persistent link: https://www.econbiz.de/10011748330
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The impact of integrated measurement errors on modeling long-run macroeconomic time series
Duffy, James A.; Hendry, David F. - In: Econometric reviews 36 (2017) 6/9, pp. 568-587
Persistent link: https://www.econbiz.de/10011795283