Cointegration analysis under measurement errors
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Publication:3573015
DOI10.1108/S0731-9053(2009)0000024009zbMath1189.91161OpenAlexW2139285514MaRDI QIDQ3573015
Publication date: 30 June 2010
Published in: Advances in Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1108/s0731-9053(2009)0000024009
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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