Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series (Q5863650)
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scientific article; zbMATH DE number 7536151
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| English | Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series |
scientific article; zbMATH DE number 7536151 |
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Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series (English)
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3 June 2022
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canonical cointegrating regression
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cointegration
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mixed data sampling
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mixed-frequency series
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price elasticity of gasoline demand
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temporal aggregation
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0.87733686
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0.8742297
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0.8695364
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0.86531174
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0.8636343
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0.8610699
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0.86051726
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0.8580272
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