G2TT

浏览/检索结果: 共1条,第1-1条 帮助

已选(0)清除 条数/页:   排序方式:
DP9654 Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 智库出版物
2013
作者:  Eric Ghysels
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Temporal aggregation  Mixed sampling frequencies  Cointegration  Trace test  Residual-based cointegration test