On Cointegration for Processes Integrated at Different Frequencies
Year of publication: |
2020
|
---|---|
Authors: | del Barrio Castro, Tomás |
Other Persons: | Cubadda, Gianluca (contributor) ; Osborn, Denise R. (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Series: | CEIS Working Paper ; No. 502 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 11, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3690989 [DOI] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Aggregate output measurements: a common trend approach
Almuzara, Martín, (2021)
-
Chapter 11 Forecasting with Trending Data
Elliott, Graham, (2006)
-
Chapter 6 Forecasting with VARMA Models
Lütkepohl, Helmut, (2006)
- More ...
-
On cointegration for processes integrated at different frequencies
del Barrio Castro, Tomás, (2021)
-
On cointegration for processes integrated at different frequencies
Barrio Castro, Tomás del, (2020)
-
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del, (2016)
- More ...