Frequency domain estimation of temporally aggregated Gaussian cointegrated systems
| Year of publication: |
2007
|
|---|---|
| Authors: | Chambers, Marcus J. ; Roderick Mccrorie, J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 136.2007, 1, p. 1-30
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