Cointegration analysis under measurement errors
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Publication:3573015
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Cited in
(6)- DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS
- Analysis of cointegrated models with measurement errors
- The co-integrated vector autoregression with errors-in-variables
- Measurement error in multiple equations: Tobin's \(q\) and corporate investment, saving, and debt
- Multicointegration under measurement errors
- Cross-Sectionally Correlated Measurement Errors in Two-Pass Regression Tests of Asset-Pricing Models
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