Identifiability and Estimation of Autoregressive ARCH Models with Measurement Error
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Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-08329-7_11
Reference31 articles.
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3. Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31(3), 307–327.
4. Buonaccorsi, J. P. (2010). Measurement Error: Models, Methods, and Applications. New York: CRC Press.
5. Buonaccorsi, J. P. (2013). Measurement error in dynamic models. In ISS-2012 Proceedings Volume On Longitudinal Data Analysis Subject to Measurement Errors, Missing Values, and/or Outliers (pp. 53–76). Berlin: Springer.
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