Estimating the fractionally integrated process in the presence of measurement errors
type: Item
instance of: scholarly article
title: Estimating the fractionally integrated process in the presence of measurement errors
zbMATH Open document ID: 0922.90027
DOI: 10.1016/S0165-1765(99)00041-5
author: Gilbert Chiu-sing Lui
author: Terence T. L. Chong
published in: Economics Letters
publication date: 1999-06-21T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 1306087
zbMATH Keywords: differencing parameter
zbMATH Keywords: fractionally integrated model
zbMATH Keywords: measurement error
MaRDI profile type: Publication
cites work: Long memory processes and fractional integration in econometrics
cites work: Q3827448
cites work: Q4381979
cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
cites work: Errors in the Variables Bias in the Presence of Correctly Measured Variables
cites work: Vector attenuation bias in the classical errors-in-variables model
full work available at URL: s0165-1765(99)00041-5
OpenAlex ID: W2155506576
description: scientific article; zbMATH DE number 1306087