Testing for cointegration with temporally aggregated and mixed-frequency time series (Q3452741)
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scientific article; zbMATH DE number 6508467
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| English | Testing for cointegration with temporally aggregated and mixed-frequency time series |
scientific article; zbMATH DE number 6508467 |
Statements
Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series (English)
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13 November 2015
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temporal aggregation
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mixed sampling frequencies
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cointegration
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trace test
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residual-based cointegration tests
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0.8861098885536194
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0.8190298080444336
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0.8142104148864746
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0.8024006485939026
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0.7967086434364319
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