On the size distortion from linearly interpolating low-frequency series for cointegration tests
Year of publication: |
2014
|
---|---|
Authors: | Ghysels, Eric ; Miller, J. Isaac |
Published in: |
Essays in honor of Peter C. B. Phillips. - Bingley [u.a.] : Emerald, ISBN 978-1-78441-183-1. - 2014, p. 93-122
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Kointegration | Cointegration |
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