Advances in Econometrics, Volume 24: Measurement Error: Consequences, Applications and Solutions

Editors: Jane M. Binner (Aston U), David L. Edgerton (Lund U), Thomas Elger (Lund U)

DOI 10.1108/S0731-9053(2009)24 Series copyright holder: Emerald Publishing Limited ISBN 978-1-84855-902-8 eISBN 978-1-84855-903-5 Book series ISSN 0731-9053

• Introduction: All the Results Not Fit to Print - Why Measurement Error Haunts Empirical Work in Macroeconomics, Michael T. Belongia.
• Price Errors from Thin Markets and Their Corrections: Studies Based on Taiwan's Political Futures Markets, Shu-Heng Chen and Wei-Shao Wu.
• Potential Biases in Substitution Estimates and Violations of Regularity Conditions, Leigh Drake and Adrian R. Fleissig.
• The Information Content of Inflationary Expectations Derived from Bond Prices in Israel, David Elkayam and Alex Hek.
• Measurement Error in the National Accounts, Dennis Fixler. Testing for Weak Separability, Adrian R. Fleissig and Gerald A. Whitney.
• Cointegration Analysis Under Measurement Errors, Uwe Hassler and 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 and David L. Edgerton.
• The Stock of Money and Why You Should Care, Logan J. Kelly.
• Distribution Dynamics and Measurement Error, Ole Rummel.
• Analyzing MSI Rules for the USA - Extracted from a Feed Forward Neural Network, Vincent A. Schmidt and Jane M. Binner.