On the size distortion from linearly interpolating low-frequency series for cointegration tests
Eric Ghysels and J. Isaac Miller
| Year of publication: |
2014
|
|---|---|
| Authors: | Ghysels, Eric ; Miller, J. Isaac |
| Published in: |
Essays in honor of Peter C. B. Phillips. - Bingley [u.a.] : Emerald, ISBN 978-1-78441-183-1. - 2014, p. 93-122
|
| Subject: | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010442875