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  • Search: subject:"integrated measurement errors"
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Year of publication
Subject
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Cointegration 2 Estimation theory 2 Kointegration 2 Schätztheorie 2 Statistical error 2 Statistischer Fehler 2 Time series analysis 2 Zeitreihenanalyse 2 Estimation 1 Integrated Measurement Errors 1 Location Shifts 1 Long-run Data 1 Schätzung 1 integrated measurement errors 1 location shifts 1 long-run data 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Duffy, James A. 2 Hendry, David F. 2
Published in...
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Department of Economics discussion paper series / University of Oxford 1 Econometric reviews 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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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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Cover Image
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
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