Frequency domain Gaussian estimation of temporally aggregated cointegrated systems

M.J. Chambers, J.R. McCrorie

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@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",

publisher = "Elsevier B.V.",

number = "1",

}