Browsing Economics publications (MU) by Title "Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error"
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Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error
(Department of Economics, 2009)We consider a cointegrating regression in which the integrated regressors are messy in the sense that they contain data that may be mismeasured, missing, observed at mixed frequencies, or have other irregularities that ...