Spurious regression has been extensively studied in time series econometrics since Granger and Newbold’s seminal paper. Recently, it has been advanced that thi
Let X denote a discrete distribution as Poisson, binomial or negative binomial variable. The score confidence interval for the mean of X is obtained based on in
In this paper, we consider the finite sample property of the ordinary least squares (OLS) estimator for an AR(1) model with measurement error. We present the Ed