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Measurement Error in a Random Walk Model with Applications to Population Dynamics

✍ Scribed by John Staudenmayer; John P. Buonaccorsi

Book ID
109223553
Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
374 KB
Volume
62
Category
Article
ISSN
0006-341X

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## Abstract Over time, economic statistics are refined. This implies that data measuring recent economic events are typically less reliable than older data. Such time variation in measurement error affects optimal forecasts. Measurement error, and its time variation, are of course unobserved. Our c