Errors-in-variables and the wavelet multiresolution approximation approach: a Monte Carlo study

DOI10.1108/S0731-9053(2012)0000029011MaRDI QIDQ5133579zbMATH OpenOpenAlexFDO

Authors Marco Gallegati, J. B. Ramsey

Publication date 10 November 2020

Published in Essays in Honor of Jerry Hausman (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1108/s0731-9053(2012)0000029011

zbMATH Keywords

asymptotically efficient estimatorerrors-in variablesMonte Carlo simulationswavelets

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

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• Early warning signals of financial stress: a ``wavelet-based composite indicators approach
• Errors-in-variables estimation with wavelets

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