Estimation of error correction model with measurement errors

Hanwoom Hong,Sung K. Ahn,Sinsup Cho

Estimation of error correction model with measurement errors

2020

Hanwoom Hong
Sung K. Ahn
Sinsup Cho

Effects of measurement errors on the analysis of error correction models (ECMs) of vector processes observed with measurement errors were studied in Hong et al. (2016. Analysis of cointegrated mode...

Keywords:

Mixed model
Cointegration
Econometrics
Error correction model
Observational error
Error detection and correction
Mathematics
Instrumental variable
Statistics

Correction
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