Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (Q2190213)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data |
scientific article |
Statements
Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (English)
0 references
18 June 2020
0 references
mixed frequency data
0 references
mixed sample data
0 references
cointegration
0 references
spectral regression
0 references
0 references
0 references
0 references
0 references
