Conditionally efficient estimation of long-run relationships using mixed-frequency time series
J. Isaac Miller
| Year of publication: |
2016
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|---|---|
| Authors: | Miller, J. Isaac |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 5/7, p. 1142-1171
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| Subject: | Canonical cointegrating regression | Cointegration | Mixed data sampling | Mixed-frequency series | Price elasticity of gasoline demand | Temporal aggregation | Kointegration | Zeitreihenanalyse | Time series analysis | Preiselastizität | Price elasticity | Schätztheorie | Estimation theory | Benzin | Gasoline | Aggregation | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2014.976527 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011591156