Parameter estimation in regression models with errors in the vairables and autocorrelated disturbances

DOI10.1016/0304-4076(94)90061-2zbMath0825.62954OpenAlexW1978847415MaRDI QIDQ1341194

Marcel G. Dagenais

Publication date: 28 November 1995

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90061-2

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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Cites Work

• Understanding spurious regressions in econometrics
• Consistent moment estimators of regression coefficients in the presence of errors in variables
• Spurious regressions in econometrics
• Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models
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