Frequency domain Gaussian estimation of temporally aggregated cointegrated systems

M.J. Chambers, J.R. McCrorie

    Research output: Contribution to journalArticleScientificpeer-review

    12 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)1-29
    JournalJournal of Econometrics
    Volume136
    Issue number1
    Publication statusPublished - 2007

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