Filtered least squares and measurement error
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 59 (1998)
Issue (Month): 2 (May)
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Web page: http://www.elsevier.com/locate/ecolet
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Li, Yikang & Maddala, G. S. & Rush, Mark, 1995. "New small sample estimators for cointegration regression: Low-pass spectral filter method," Economics Letters, Elsevier, vol. 47(2), pages 123-129, February.
- Fischer, Andreas M., 1990. "Cointegration and I(0) measurement error bias," Economics Letters, Elsevier, vol. 34(3), pages 255-259, November.
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- Fukuda, Kosei, 2005. "Unit-root detection allowing for measurement error," Statistics & Probability Letters, Elsevier, vol. 74(4), pages 373-377, October.
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