Measurement error consequences, applications and solutions /

The conference, 'Measurement Error: Econometrics and Practice' was recently hosted by Aston University and organised jointly by researchers from Aston University and Lund University to highlight the enormous problems caused by measurement error in Economic and Financial data which often go...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Άλλοι συγγραφείς: Binner, Jane M., 1961-, Edgerton, David, Elger, Thomas
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Bingley, U.K. : Emerald, 2009.
Σειρά:Advances in econometrics ; v. 24.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • Price errors from thin markets and their corrections : studies based on Taiwan's political futures markets / Shu-Heng Chen, Wei-Shao Wu
  • Testing for weak separability / Adrian R. Fleissig, Gerald A. Whitney
  • Cointegration analysis under measurement errors / Uwe Hassler, Vladimir Kuzin
  • A Monte Carlo study of the necessary and sufficient conditions for weak separability / Per Hjertstrand
  • Threshold stock price adjustment / Fredj Jawadi
  • Testing utility maximization with measurement errors in the data / Barry E. Jones, David L. Edgerton
  • The stock of money and why you should care / Logan J. Kelly
  • Distribution dynamics and measurement error / Ole Rummel
  • Potential biases in substitution estimates and violations of regularity conditions / Leigh Drake, Adrian R. Fleissig
  • Analyzing MSI rules for the USA : extracted from a feedforward neural network / Vincent A. Schmidt, Jane M. Binner
  • The information content of inflationary expectations derived from bond prices in Israel / David Elkayam, Alex Ilek
  • Measurement error in the national accounts / Dennis Fixler
  • Introduction : all the results not fit to print : why measurement error haunts empirical work in macroeconomics / Michael T. Belongia.