Frequency domain estimation of temporally aggregated Gaussian cointegrated systems
| Year of publication: |
2007
|
|---|---|
| Authors: | Chambers, Marcus J. ; Roderick McCrorie, J. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 136.2007, 1, p. 1-29
|
| Publisher: |
Elsevier |