Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies (Q2830681): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies |
scientific article |
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Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies (English)
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28 October 2016
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temporal aggregation
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mixed sampling frequencies
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MIDAS
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cointegration
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KPSS test
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residual-based cointegration test
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dynamic OLS
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