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Measuring Measurement Error in Economic Time Series

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  • Ashley, Richard
  • Vaughan, David

Abstract

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Suggested Citation

  • Ashley, Richard & Vaughan, David, 1986. "Measuring Measurement Error in Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 95-103, January.
    • Handle: RePEc:bes:jnlbes:v:4:y:1986:i:1:p:95-103
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    Cited by:

    1. Hansen, Peter R. & Lunde, Asger, 2014. "Estimating The Persistence And The Autocorrelation Function Of A Time Series That Is Measured With Error," Econometric Theory, Cambridge University Press, vol. 30(1), pages 60-93, February.
    2. T.D. Stanley & Ann Robinson, 1990. "Sifting Statistical Significance From the Artifact of Regression- Discontinuity Design," Evaluation Review, , vol. 14(2), pages 166-181, April.
    3. repec:cep:stiecm:/2014/579 is not listed on IDEAS
    4. Kirill Evdokimov & Yuichi Kitamura & Taisuke Otsu, 2014. "Robust estimation of moment condition models with weakly dependent data," STICERD - Econometrics Paper Series 579, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    5. Richard Ashley, 2009. "Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(2), pages 325-337, March.
    6. Geng, Pei, 2022. "Estimation of functional-coefficient autoregressive models with measurement error," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
    7. Peter X.‐K. Song & Dingan Feng, 2005. "On Parameter Estimation for Exponential Dispersion Arma Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(6), pages 843-862, November.

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