Some consequences of using "measurement error shocks" when estimating time series models
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Cited by:
- Alban Moura, 2020. "LED: An estimated DSGE model of the Luxembourg economy for policy analysis," BCL working papers 147, Central Bank of Luxembourg.
- Adrian Pagan & Tim Robinson, 2019. "Implications of Partial Information for Applied Macroeconomic Modelling," Melbourne Institute Working Paper Series wp2019n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Xianglong Liu & Adrian R. Pagan & Tim Robinson, 2018.
"Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model,"
The Economic Record, The Economic Society of Australia, vol. 94(307), pages 349-371, December.
- X. Liu & A.R. Pagan & T. Robinson, 2018. "Critically assessing estimated DSGE models: A case study of a multi-sector model," CAMA Working Papers 2018-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2017-02-19 (Econometrics)
- NEP-ETS-2017-02-19 (Econometric Time Series)
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