Estimating the fractionally integrated process in the presence of measurement errors
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 63 (1999)
Issue (Month): 3 (June)
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Web page: http://www.elsevier.com/locate/ecolet
Other versions of this item:
- Terence Tai-Leung, Chong & Gilbert Chiu-Sing, Lui, 1998. "Estimating the Fractionally Integrated Process in the Presence of Measurement Errors," Departmental Working Papers _090, Chinese University of Hong Kong, Department of Economics.
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.:
- Nelson, Daniel B., 1995. "Vector attenuation bias in the classical errors-in-variables model," Economics Letters, Elsevier, vol. 49(4), pages 345-349, October.
- Tai-leung, Chong, 1996. "Estimating the Unit Root Process in the Presence of Measurement Errors," Departmental Working Papers _067, Chinese University of Hong Kong, Department of Economics.
- Levi, Maurice D, 1973. "Errors in the Variables Bias in the Presence of Correctly Measured Variables," Econometrica, Econometric Society, vol. 41(5), pages 985-86, September.
- Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
- Haldrup, Niels & Nielsen, Morten Orregaard, 2007.
"Estimation of fractional integration in the presence of data noise,"
Computational Statistics & Data Analysis,
Elsevier, vol. 51(6), pages 3100-3114, March.
- Haldrup, Niels & Nielsen, Morten Oe., . "Estimation of Fractional Integration in the Presence of Data Noise," Economics Working Papers 2003-10, School of Economics and Management, University of Aarhus.
- Terence Tai-Leung Chong & Kwan-To Wong & Melvin Hinich, 2007. "Identification and Estimation of Structural-Change Models with Misclassification," Economics Bulletin, AccessEcon, vol. 3(36), pages 1-19.
- Chong, Terence Tai-leung & Wong, Kwan-to, 2001.
"Time series properties of aggregated AR(2) processes,"
Elsevier, vol. 73(3), pages 325-332, December.
- Terence Tai-leung Chong & Kwan-to Wong, 2000. "Time Series Properties of Aggregated AR(2) Processes," Departmental Working Papers _130, Chinese University of Hong Kong, Department of Economics.
- repec:ebl:ecbull:v:3:y:2007:i:36:p:1-19 is not listed on IDEAS
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