ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY
| Year of publication: |
2005
|
|---|---|
| Authors: | Pons, Gabriel ; Sans, Andreu |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 21.2005, 04, p. 735-756
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |