The Impact of Near-Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series

The Impact of Near-Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series


Type: paper

Duffy, J.A. and Hendry, D. F. (2017). ‘The Impact of Near-Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series’. Econometric Reviews, 36, 568–587.


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