Pages that link to "Item:Q1347110"
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The following pages link to Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence (Q1347110):
Displayed 6 items.
- A note on the critical values for the maximum likelihood (seasonal) cointegration tests (Q672562) (← links)
- Small-sample improvements in the statistical analysis of seasonally cointegrated systems (Q957207) (← links)
- Temporal aggregation of Markov-switching financial return models (Q3077477) (← links)
- ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY (Q3377452) (← links)
- Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information (Q3440756) (← links)
- THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION (Q4449529) (← links)