Temporal aggregation and the finite sample performance of spetral regression estimators in cointegrated systems : a simulation study
Marcus J. Chambers
| Year of publication: |
2001
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|---|---|
| Authors: | Chambers, Marcus J. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 17.2001, 3, p. 591-607
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| Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Aggregation | Simulation | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometric theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001589026