Regression for time series with errors of measurement
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Publication:5343946
DOI10.1093/biomet/50.3-4.293zbMath0133.42304OpenAlexW2090157823MaRDI QIDQ5343946
Publication date: 1963
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/50.3-4.293
Related Items (11)
On the errors-in-variables problem for time series ⋮ SPECTRAL FINANCIAL ECONOMETRICS ⋮ Asymptotic properties of estimators for autoregressive models with errors in variables ⋮ LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING-AVERAGE MODELS WITH ERRORS IN VARIABLES ⋮ Testing for measurement error in regression with autoregressive innovations ⋮ Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables ⋮ Estimation of spectral density for seasonal time series models ⋮ Semiparametric fractional cointegration analysis ⋮ Narrow-band analysis of nonstationary processes ⋮ Higher-order approximations for frequency domain time series regression ⋮ Higher order approximations for Wald statistics in time series regressions with integrated processes.
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