Cointegration and sampling frequency (Q3018501): Difference between revisions

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+Q3719692
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+Testing for co-integration in vector autoregressions with non-stationary volatility
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+Discrete time representation of stationary and non-stationary continuous time systems
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+Testing for unit roots with flow data and varying sampling frequency
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+DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA
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+Frequency domain estimation of temporally aggregated Gaussian cointegrated systems
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+Discrete and continuous time cointegration
@@ Property / cites work: Discrete and continuous time cointegration / rank @@
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions
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+Testing for cointegration: Power versus frequency of observation--another view
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+Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity
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+Testing for cointegration: power versus frequency of observation -- further Monte Carlo results
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+Structural analysis of vector error correction models with exogenous \(I(1)\) variables
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+Time Series Regression with a Unit Root
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+Towards a unified asymptotic theory for autoregression
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+Optimal Inference in Cointegrated Systems
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+Error Correction and Long-Run Equilibrium in Continuous Time
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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