Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2006.03.005
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+W2041101571
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+The estimation of systems of joint differential-difference equations
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+TEMPORAL AGGREGATION AND THE FINITE SAMPLE PERFORMANCE OF SPECTRAL REGRESSION ESTIMATORS IN COINTEGRATED SYSTEMS A Simulation Study
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+THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION
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+STATISTICAL INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE  MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS
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+Publication:278231