THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION (Q4449529): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Statistical Inference in Instrumental Variables Regression with I(1) Processes
+Normal rank
@@ Property / cites work @@
+Multiple Time Series Regression with Integrated Processes
+Normal rank
@@ Property / cites work @@
+Optimal Inference in Cointegrated Systems
@@ Property / cites work: Optimal Inference in Cointegrated Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Error Correction and Long-Run Equilibrium in Continuous Time
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Temporal Aggregation of Garch Processes
@@ Property / cites work: Temporal Aggregation of Garch Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence
+Normal rank
@@ Property / cites work @@
+TEMPORAL AGGREGATION AND THE FINITE SAMPLE PERFORMANCE OF SPECTRAL REGRESSION ESTIMATORS IN COINTEGRATED SYSTEMS A Simulation Study
+Normal rank
@@ Property / cites work @@
+Estimation for Partially Nonstationary Multivariate Autoregressive Models
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466603191037
+Normal rank
@@ Property / OpenAlex ID @@
+W2169456758
@@ Property / OpenAlex ID: W2169456758 / rank @@
+Normal rank