Errors-in-variables estimation with wavelets
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Publication:5300753
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Cites work
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A wavelet solution to the spurious regression of fractionally differenced processes
- AN ANALYSIS OF U.S. STOCK PRICE BEHAVIOR USING WAVELETS
- Analysis of Subtidal Coastal Sea Level Fluctuations Using Wavelets
- Errors in the Variables Bias in the Presence of Correctly Measured Variables
- Estimating the cost of capital through time: An analysis of the sources of error
- Estimation of Linear and Nonlinear Errors-in-Variables Models Using Validation Data
- Exponential specifications and measurement error
- Higher moment estimators for linear regression models with errors in the variables
- scientific article; zbMATH DE number 1470722 (Why is no real title available?)
- Identification and estimation of polynomial errors-in-variables models
- Identification and Robustness with Contaminated and Corrupted Data
- Instrumental variable estimator for the nonlinear errors-in-variables model
- Measurement Error Models with Auxiliary Data
- ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES
- On the approximate decorrelation property of the discrete wavelet transform for fractionally differenced processes
- Partial identification of probability distributions with misclassified data
- Semiparametric quasilikelihood and variance function estimation in measurement error models
- Testing for multivariate autoregressive conditional heteroskedasticity using wavelets
- Testing for serial correlation of unknown form using wavelet methods
- The contribution of wavelets to the analysis of economic and financial data
- Towards a unified asymptotic theory for autoregression
- UNIT ROOT TESTS WITH WAVELETS
- Wavelet analysis of commodity price behavior
- Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models
Cited in
(12)- Strong consistency of wavelet estimators for errors-in-variables regression model
- Improving model performance with the integrated wavelet denoising method
- Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the euro area
- Amplitude and phase synchronization of European business cycles: a wavelet approach
- Estimation of long memory in volatility using wavelets
- Time-varying persistence of inflation: evidence from a wavelet-based approach
- Errors-in-variables and the wavelet multiresolution approximation approach: a Monte Carlo study
- Wavelet estimation in time-varying coefficient time series models with measurement errors
- Adaptive wavelet multivariate regression with errors in variables
- On simple wavelet estimators of random signals and their small-sample properties
- Wavelet estimation of semiparametric errors in variables model
- Multiscale SUR estimation of systematic risk
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