We consider a linear measurement error model (MEM) with AR(1) process in the state equation which is widely used in applied research. This MEM could be equivalently re-written as ARMA(1,1) process, where the MA(1) parameter is related to the variance of measurement errors. As the MA(1) parameter...

This book is a collection of papers for the Special Issue "Quantitative Methods for Economics and Finance" of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers...

This book is a collection of papers for the Special Issue "Quantitative Methods for Economics and Finance" of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers...