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QUALITY QUANDARIES∗The Impact of Measurement Error on Specifications∗

✍ Scribed by Bisgaard, S⊘ren; Graves, Spencer; Valverde, René


Book ID
121283533
Publisher
Taylor and Francis Group
Year
1998
Tongue
English
Weight
249 KB
Volume
11
Category
Article
ISSN
0898-2112

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Measurement errors can have dramatic impact on the outcome of empirical analysis. In this article we quantify the eects that they can have on predictions generated from ARMA processes. Lower and upper bounds are derived for dierences in minimum mean squared prediction errors (MMSE) for forecasts gen