Cointegrating regressions with messy regressors and an application to mixed-frequency series (Q3103181)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegrating regressions with messy regressors and an application to mixed-frequency series |
scientific article |
Statements
Cointegrating regressions with messy regressors and an application to mixed-frequency series (English)
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26 November 2011
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cointegration
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canonical cointegrating regression
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near-epoch dependence
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messy data
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mixed-frequency data
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linear interpolation
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