Frequency domain Gaussian estimation of temporally aggregated cointegrated systems
Year of publication: |
Apr. 2004 ; [Elektronische Ressource]
|
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Other Persons: | Chambers, Marcus J. (contributor) ; MacCrorie, J. Roderick (contributor) |
Institutions: | Center for Economic Research <Tilburg> (contributor) |
Publisher: |
Tilburg : Center for Economic Research |
Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Schätztheorie | Estimation theory |
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