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

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Revision as of 14:48, 6 June 2024

scientific article; zbMATH DE number 2040314
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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)
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    11 February 2004
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    discrete time representations
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    invariance principle
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    temporal aggregation
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    record asymptotics
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    stock variables
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