The impact of integrated measurement errors on modeling long-run macroeconomic time series
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- James Duffy & David Hendry, 2017. "The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series," Economics Series Working Papers 818, University of Oxford, Department of Economics.
References listed on IDEAS
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- Boyer, George R. & Hatton, Timothy J., 2002. "New Estimates Of British Unemployment, 1870 1913," The Journal of Economic History, Cambridge University Press, vol. 62(03), pages 643-675, September.
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More about this item
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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