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Estimating the Unit Root Process in the Presence of Measurement Errors

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  • Tai-leung, Chong

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  • 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.
  • Handle: RePEc:chk:cuhked:_067
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    Cited by:

    1. Chong, Terence Tai-leung & Lui, Gilbert Chiu-sing, 1999. "Estimating the fractionally integrated process in the presence of measurement errors," Economics Letters, Elsevier, vol. 63(3), pages 285-294, June.

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