Estimation of cointregrating vectors with time series measured at different periodicity
Year of publication: |
2005
|
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Authors: | Pons Rotger, Gabriel ; Sansó, Andreu |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 4, p. 735-756
|
Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Schätztheorie | Estimation theory | Theorie | Theory |
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