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Cointegration and sampling frequency
Chambers, Marcus J., (2001)
Testing structural hypotheses on cointegration relations with small samples
Zhou, Su, (2000)
On the small sample properties of weak exogeneity tests in cointegrated VAR models
Brüggemann, Ralf, (2002)
Seasonality in continuous time models
Chambers, Marcus J., (1995)
The estimation of systems of joint differential-difference equations
Gaussian estimation of temporally aggregated cointegrated systems
Chambers, Marcus J., (1998)