File Download
There are no files associated with this item.
Supplementary
-
Citations:
- Scopus: 0
- Appears in Collections:
Article: Estimating the fractionally integrated process in the presence of measurement errors
| Title | Estimating the fractionally integrated process in the presence of measurement errors |
|---|---|
| Authors | |
| Keywords | Differencing Parameter Fractionally Integrated Model Measurement Error |
| Issue Date | 1999 |
| Publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ecolet |
| Citation | Economics Letters, 1999, v. 63 n. 3, p. 285-294 How to Cite? |
| Abstract | This paper studies the asymptotic bias of the differencing parameter estimator when data are measured with error. The estimator is established via the partial autocorrelation function. Factors that affect the direction of bias of the estimator are found. © 1999 Elsevier Science S.A. All rights reserved. |
| Persistent Identifier | http://hdl.handle.net/10722/172382 |
| ISSN | 2023 Impact Factor: 2.1 2023 SCImago Journal Rankings: 0.729 |
| References |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Chong, TTL | en_US |
| dc.contributor.author | Lui, GCS | en_US |
| dc.date.accessioned | 2012-10-30T06:22:14Z | - |
| dc.date.available | 2012-10-30T06:22:14Z | - |
| dc.date.issued | 1999 | en_US |
| dc.identifier.citation | Economics Letters, 1999, v. 63 n. 3, p. 285-294 | en_US |
| dc.identifier.issn | 0165-1765 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10722/172382 | - |
| dc.description.abstract | This paper studies the asymptotic bias of the differencing parameter estimator when data are measured with error. The estimator is established via the partial autocorrelation function. Factors that affect the direction of bias of the estimator are found. © 1999 Elsevier Science S.A. All rights reserved. | en_US |
| dc.language | eng | en_US |
| dc.publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ecolet | en_US |
| dc.relation.ispartof | Economics Letters | en_US |
| dc.subject | Differencing Parameter | en_US |
| dc.subject | Fractionally Integrated Model | en_US |
| dc.subject | Measurement Error | en_US |
| dc.title | Estimating the fractionally integrated process in the presence of measurement errors | en_US |
| dc.type | Article | en_US |
| dc.identifier.email | Lui, GCS: csglui@hku.hk | en_US |
| dc.identifier.authority | Lui, GCS=rp00755 | en_US |
| dc.description.nature | link_to_subscribed_fulltext | en_US |
| dc.identifier.scopus | eid_2-s2.0-0033245299 | en_US |
| dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-0033245299&selection=ref&src=s&origin=recordpage | en_US |
| dc.identifier.volume | 63 | en_US |
| dc.identifier.issue | 3 | en_US |
| dc.identifier.spage | 285 | en_US |
| dc.identifier.epage | 294 | en_US |
| dc.publisher.place | Netherlands | en_US |
| dc.identifier.scopusauthorid | Chong, TTL=7102932432 | en_US |
| dc.identifier.scopusauthorid | Lui, GCS=8613288600 | en_US |
| dc.identifier.issnl | 0165-1765 | - |