变量误差与协整

Errors in Variables and Cointegration

Econometric Theory · 1995
被引 4
人大 A-ABS 4

中文导读

展示了经济时间序列的协整或共同趋势行为如何帮助缓解变量误差问题,对处理测量误差的实证研究者有参考价值。

Abstract

In this article it is shown how the cointegration or joint trending behavior of economic time series helps to alleviate the errors in variables problem.

误差修正协整时间序列变量误差