Multivariate cointegration and temporal aggregation : some further simulation results
Jesús Otero, Theodore Panagiotidis, Georgios Papapanagiotou
| Year of publication: |
2022
|
|---|---|
| Authors: | Otero, Jesús G. ; Panagiōtidēs, Theodōros ; Papapanagiotou, Georgios |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 59.2022, 1, p. 59-70
|
| Subject: | Monte Carlo | Span | Power | Cointegration | Coffee prices | Kointegration | Simulation | Monte-Carlo-Simulation | Monte Carlo simulation | Aggregation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-020-10062-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013168902