Frequency domain Gaussian estimation of temporally aggregated cointegrated systems

M.J. Chambers, J.R. McCrorie

    Research output: Contribution to journalArticleScientificpeer-review

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

    Cite this

    Chambers, M.J. ; McCrorie, J.R. / Frequency domain Gaussian estimation of temporally aggregated cointegrated systems. In: Journal of Econometrics. 2007 ; Vol. 136, No. 1. pp. 1-29.
    @article{c71dfd5a1eb341e2b5823e471b84041a,
    title = "Frequency domain Gaussian estimation of temporally aggregated cointegrated systems",
    author = "M.J. Chambers and J.R. McCrorie",
    note = "DP 2004-40",
    year = "2007",
    language = "English",
    volume = "136",
    pages = "1--29",
    journal = "Journal of Econometrics",
    issn = "0304-4076",
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    }

    Frequency domain Gaussian estimation of temporally aggregated cointegrated systems. / Chambers, M.J.; McCrorie, J.R.

    In: Journal of Econometrics, Vol. 136, No. 1, 2007, p. 1-29.

    Research output: Contribution to journalArticleScientificpeer-review

    TY - JOUR

    T1 - Frequency domain Gaussian estimation of temporally aggregated cointegrated systems

    AU - Chambers, M.J.

    AU - McCrorie, J.R.

    N1 - DP 2004-40

    PY - 2007

    Y1 - 2007

    M3 - Article

    VL - 136

    SP - 1

    EP - 29

    JO - Journal of Econometrics

    JF - Journal of Econometrics

    SN - 0304-4076

    IS - 1

    ER -