Measuring Measurement Error in Economic Time Series
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- 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.
- Richard A. Ashley., 2006. "Assessing the Credibility of Instrumental Variables Inference With Imperfect Instruments Via Sensitivity Analysis," Working Papers e06-9, Virginia Polytechnic Institute and State University, Department of Economics.
- Hansen, Peter R. & Lunde, Asger, 2014.
"Estimating The Persistence And The Autocorrelation Function Of A Time Series That Is Measured With Error,"
Cambridge University Press, vol. 30(01), pages 60-93, February.
- Peter R. Hansen & Asger Lunde, 2010. "Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error," CREATES Research Papers 2010-08, Department of Economics and Business Economics, Aarhus University.
- 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.
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