THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION (Q4449529)
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scientific article; zbMATH DE number 2040314
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| English | THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION |
scientific article; zbMATH DE number 2040314 |
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THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION (English)
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11 February 2004
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discrete time representations
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invariance principle
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temporal aggregation
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record asymptotics
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stock variables
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0.8359663486480713
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0.8359663486480713
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0.8329623341560364
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0.7897023558616638
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0.7757129669189453
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