Multivariate cointegration and temporal aggregation : some further simulation results
Year of publication: |
2022
|
---|---|
Authors: | Otero, Jesús G. ; Panagiōtidēs, Theodōros ; Papapanagiotou, Georgios |
Subject: | Monte Carlo | Span | Power | Cointegration | Coffee prices | Kointegration | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Aggregation | Zeitreihenanalyse | Time series analysis |
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