Estimating the fractionally integrated process in the presence of measurement errors
Year of publication: |
1999
|
---|---|
Authors: | Chong, Terence Tai-Leung ; Lui, Gilbert Chiu-sing |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 63.1999, 3, p. 285-294
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Statistischer Fehler | Statistical error |
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