Cointegration Analysis with Mixed-Frequency Data
Year of publication: |
[2021]
|
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Authors: | Seong, Byeongchan ; Ahn, Sung K. ; Zadrozny, Peter A. |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätzung | Estimation | Kointegration | Cointegration | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | Verbraucherpreisindex | Consumer price index |
Extent: | 1 Online-Ressource (38 p) |
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Series: | CESifo Working Paper Series ; No. 1939 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2007 erstellt |
Other identifiers: | 10.2139/ssrn.971479 [DOI] |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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