Frequency domain estimation of temporally aggregated Gaussian cointegrated systems
Marcus J. Chambers, J. Roderick McCrorie
| Year of publication: |
2007
|
|---|---|
| Authors: | Chambers, Marcus J. ; MacCrorie, J. Roderick |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 136.2007, 1, p. 1-29
|
| Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003401639