Cointegrating regressions with messy regressors and an application to mixed-frequency series (Q3103181)
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scientific article; zbMATH DE number 5981232
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| English | Cointegrating regressions with messy regressors and an application to mixed-frequency series |
scientific article; zbMATH DE number 5981232 |
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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0.8377412557601929
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0.7881991267204285
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0.7825483679771423
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0.7823553681373596
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