Errors-in-variables estimation with wavelets (Q5300753): Difference between revisions

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+https://doi.org/10.1080/00949655.2010.495073
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+W2102574363
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+UNIT ROOT TESTS WITH WAVELETS
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+Errors in the Variables Bias in the Presence of Correctly Measured Variables
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+Higher moment estimators for linear regression models with errors in the variables
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+Measurement Error Models with Auxiliary Data
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+Estimating the Cost of Capital Through Time: An Analysis of the Sources of Error
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+Instrumental variable estimator for the nonlinear errors-in-variables model
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+Exponential specifications and measurement error
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+Identification and estimation of polynomial errors-in-variables models
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+Identification and Robustness with Contaminated and Corrupted Data
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+Partial identification of probability distributions with misclassified data
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+Semiparametric quasilikelihood and variance function estimation in measurement error models
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+Estimation of Linear and Nonlinear Errors-in-Variables Models Using Validation Data
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+Towards a unified asymptotic theory for autoregression
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+AN ANALYSIS OF U.S. STOCK PRICE BEHAVIOR USING WAVELETS
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+The contribution of wavelets to the analysis of economic and financial data
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+Wavelet analysis of commodity price behavior
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+On the approximate decorrelation property of the discrete wavelet transform for fractionally differenced processes
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+A wavelet solution to the spurious regression of fractionally differenced processes
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+TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET  METHODS
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+ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES
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+Testing for multivariate autoregressive conditional heteroskedasticity using wavelets
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+Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models
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+Q4488348
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+Analysis of Subtidal Coastal Sea Level Fluctuations Using Wavelets
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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