Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data (2019)
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1111/jtsa.12461
Publication URI: http://dx.doi.org/10.1111/jtsa.12461
Type: Journal Article/Review
Parent Publication: Journal of Time Series Analysis
Issue: 6