On cointegration for processes integrated at different frequencies
| Year of publication: |
2021
|
|---|---|
| Authors: | del Barrio Castro, Tomás ; Cubadda, Gianluca ; Osborn, Denise R. |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 43.2021, 3 (24.09.), p. 412-435
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12620 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012636180