Temporal Aggregation in First Order Cointegrated Vector Autoregressive models

Lisbeth la Cour, Anders Milhøj

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

SprogEngelsk
TidsskriftAdvances and Applications in Statistical Sciences
Vol/bind6
Udgave nummer4
Sider207-227
ISSN0974-6811
StatusUdgivet - 2011

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year = "2011",
language = "English",
volume = "6",
pages = "207--227",
journal = "Advances and Applictions in Statistical Science",
issn = "0974-6811",
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Temporal Aggregation in First Order Cointegrated Vector Autoregressive models. / la Cour, Lisbeth; Milhøj, Anders.

I: Advances and Applications in Statistical Sciences, Bind 6, Nr. 4, 2011, s. 207-227.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

TY - JOUR

T1 - Temporal Aggregation in First Order Cointegrated Vector Autoregressive models

AU - la Cour,Lisbeth

AU - Milhøj,Anders

N1 - CBS Library does not have access to the material

PY - 2011

Y1 - 2011

M3 - Journal article

VL - 6

SP - 207

EP - 227

JO - Advances and Applictions in Statistical Science

T2 - Advances and Applictions in Statistical Science

JF - Advances and Applictions in Statistical Science

SN - 0974-6811

IS - 4

ER -