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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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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