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

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-.1016/j.jeconom.2006.03.005
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+Q3947020
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+The estimation of systems of joint differential-difference equations
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+Discrete time representation of stationary and non-stationary continuous time systems
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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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+Band Spectral Regression with Trending Data
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+A central limit theorem for parameter estimation in stationary vector time series and its application to models for a signal observed with noise
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+The asymptotic distribution of serial covariances
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+Q5686840
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+The Dimensionality of the Aliasing Problem in Models With Rational Spectral Densities
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+Some Limit Theorems for Stationary Processes
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+Asymptotic Properties of Non-Linear Least Squares Estimators
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Asymptotic Likelihood Based Inference for Co-integrated Homogenous Gaussian Diffusions
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+The problem of aliasing in identifying finite parameter continuous time stochastic models
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+Granger causality and the sampling of economic processes
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+LONG-RUN STRUCTURAL MODELLING
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+The problem of identification in finite parameter continuous time models
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+Error Correction and Long-Run Equilibrium in Continuous Time
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+Optimal Inference in Cointegrated Systems
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+Q4015741
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+Multiple Time Series Regression with Integrated Processes
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+Non-linear regression for multiple time-series
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+Q4130802
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+Narrow-band analysis of nonstationary processes
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+Q5531487
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+STATISTICAL INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE  MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS
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@@ Property / DOI @@
+.1016/J.JECONOM.2006.03.005
@@ Property / DOI: 10.1016/J.JECONOM.2006.03.005 / rank @@
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