We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments …

little persistence of inflation during the 19th century. Using a statistical technique that accounts for these errors, we …

situations when some of the collected data points may have measurement errors and are therefore submitted to an editing process … form of editing that limits the edit checks to those potential errors that, if indeed in error, are likely to have the …

accuracy of the underlying assumptions. This paper examines the extent to which assumption errors affect forecast accuracy … ordinary least squares (OLS) techniques systematically underestimate the influence of assumption errors, particularly with … the data. However, the effect of oil price assumption errors on GDP forecast errors remains ambiguous. These results …

We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments …

process when observed data are affected by measurement errors. As a special case, we discuss a stationary autoregressive …

’ forecast errors of own sales growth. In this context, we conduct a variety of exercises to demonstrate the methodology …