Errors in Variables and Cointegration

DOI10.1017/S0266466600009038zbMATH Open1401.62177OpenAlexW2047875345MaRDI QIDQ3365345FDOQ3365345

Authors: V. Solo 

Publication date: 1995

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466600009038

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cited In (2)

• Analysis of cointegrated models with measurement errors
• The co-integrated vector autoregression with errors-in-variables

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