{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,9]],"date-time":"2026-03-09T18:57:00Z","timestamp":1773082620051,"version":"3.50.1"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2002,5,16]],"date-time":"2002-05-16T00:00:00Z","timestamp":1021507200000},"content-version":"unspecified","delay-in-days":45,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2002,4]]},"abstract":"<jats:p>The measurement error problem that we consider in this paper \nis concerned with the situation where time series data of various \nkinds\u2014short memory, long memory, and random walk \nprocesses\u2014are contaminated by white noise. We suggest \na unified approach to testing for the existence of such noise. \nIt is found that the power of our test crucially depends on \nthe underlying process.<\/jats:p>","DOI":"10.1017\/s026646660218203x","type":"journal-article","created":{"date-parts":[[2003,10,16]],"date-time":"2003-10-16T06:06:57Z","timestamp":1066284417000},"page":"278-296","source":"Crossref","is-referenced-by-count":12,"title":["A UNIFIED APPROACH TO THE MEASUREMENT ERROR PROBLEM IN TIME \nSERIES MODELS"],"prefix":"10.1017","volume":"18","author":[{"given":"Katsuto","family":"Tanaka","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2002,5,16]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S026646660218203X","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,7]],"date-time":"2019-04-07T16:33:01Z","timestamp":1554654781000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S026646660218203X\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,4]]},"references-count":0,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2002,4]]}},"alternative-id":["S026646660218203X"],"URL":"https:\/\/doi.org\/10.1017\/s026646660218203x","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2002,4]]}}}