Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data
Marcus J. Chambers
| Year of publication: |
2020
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|---|---|
| Authors: | Chambers, Marcus J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 217.2020, 1, p. 140-160
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| Subject: | Cointegration | Mixed frequency data | Mixed sample data | Spectral regression | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Kointegration | Stichprobenerhebung | Sampling | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.10.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012482742