Cointegration and I(0) measurement error bias
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- Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2010.
"Private information, stock markets, and exchange rates,"
BIS Papers chapters,in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 186-210
Bank for International Settlements.
- Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," BIS Working Papers 271, Bank for International Settlements.
- Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," Working Papers 2009-07, Monetary Policy Group, Bank of Thailand.
- Blake, Andrew P. & Camba-Mendez, Gonzalo, 1998.
"Filtered least squares and measurement error,"
Elsevier, vol. 59(2), pages 163-168, May.
- Andrew Blake, 1997. "Filtered least squares and measurement error," National Institute of Economic and Social Research (NIESR) Discussion Papers 130, National Institute of Economic and Social Research.
- Gerlach, Stefan. & Stuart, Rebecca, 2014. "Money demand in Ireland, 1933-2012," Research Technical Papers 08/RT/14, Central Bank of Ireland.
- 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.
- 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.
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