Estimation of the Autoregressive Order in the Presence of Measurement Errors
Most of the existing autoregressive models presume that the observations are perfectly measured. In empirical studies, the variable of interest is unavoidably measured with various kinds of errors. Thus, misleading conclusions may be yielded due to the inconsistency of the parameter estimates caused...
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| Main Authors: | , , , |
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| Format: | E-Article |
| Language: | English |
| Published: |
Economics Bulletin
2006
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/70/1/Estimation%20of%20the%20Autoregressive%20Order%20in%20the%20Presence%20of%20Measurement%20Errors%20%28abstract%29.pdf http://ir.unimas.my/id/eprint/70/ |
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