THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION (Q4449529): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 16:54, 5 March 2024
scientific article; zbMATH DE number 2040314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION |
scientific article; zbMATH DE number 2040314 |
Statements
THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION (English)
0 references
11 February 2004
0 references
discrete time representations
0 references
invariance principle
0 references
temporal aggregation
0 references
record asymptotics
0 references
stock variables
0 references
