ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY
| Year of publication: |
2005
|
|---|---|
| Authors: | Pons, Gabriel ; Sansó, Andreu |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 21.2005, 4, p. 735-756
|