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Cointegration and I(0) measurement error bias

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  • Fischer, Andreas M.

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 34 (1990)
Issue (Month): 3 (November)
Pages: 255-259

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Handle: RePEc:eee:ecolet:v:34:y:1990:i:3:p:255-259

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Web page: http://www.elsevier.com/locate/ecolet

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Cited by:
  1. Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," BIS Working Papers 271, Bank for International Settlements.
  2. Pham Van Ha & Tom Kompas, 2008. "Productivity and Exchange Rate Dynamics: Supporting the Harrod-Balassa-Samuelson Hypothesis through an ‘Errors in Variables’ Analysis," International and Development Economics Working Papers idec08-03, International and Development Economics.
  3. J. Isaac Miller, 2007. "Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error," Working Papers 0722, Department of Economics, University of Missouri, revised 15 Apr 2009.
  4. Gerlach, Stefan. & Stuart, Rebecca, 2014. "Money demand in Ireland, 1933-2012," Research Technical Papers 08/RT/14, Central Bank of Ireland.
  5. Blake, Andrew P. & Camba-Mendez, Gonzalo, 1998. "Filtered least squares and measurement error," Economics Letters, Elsevier, vol. 59(2), pages 163-168, May.

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