Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series (Q3452741)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series |
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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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