Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (Q2190213)
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scientific article; zbMATH DE number 7213043
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| English | Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data |
scientific article; zbMATH DE number 7213043 |
Statements
Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (English)
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18 June 2020
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mixed frequency data
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mixed sample data
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cointegration
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spectral regression
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0.8499833941459656
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0.8377412557601929
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0.8142104148864746
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0.8071520924568176
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0.8066701889038086
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