Parameter estimation in regression models with errors in the variables and autocorrelated disturbances
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 64 (1994)
Issue (Month): 1-2 ()
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Web page: http://www.elsevier.com/locate/jeconom
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- Jean-Louis ARCAND & B�atrice D'HOMBRES, 2002.
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- Aboagye, Anthony Q. & Gunjal, Kisan, 2000. "An analysis of short-run response of export and domestic agriculture in sub-Saharan Africa," Agricultural Economics, Blackwell, vol. 23(1), pages 41-53, June.
- Dagenais, Marcel G. & Dagenais, Denyse L., 1997. "L’estimation de modèles de régression linéaire autorégressifs avec erreurs résiduelles autocorrélées et erreurs sur les variables," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 507-523, mars-juin.
- Coën, Alain & Hübner, Georges, 2009. "Risk and performance estimation in hedge funds revisited: Evidence from errors in variables," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 112-125, January.
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