Temporal Aggregation in First Order Cointegrated Vector Autoregressive models

Research output: Contribution to journal › Journal article › Research › peer-review

Original language	English
Journal	Advances and Applications in Statistical Sciences
Volume	6
Issue number	4
Pages (from-to)	207-227
ISSN	0974-6811
Publication status	Published - 2011

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@article{6ca66b7369ef495aaeaac89367cca0ae,

title = "Temporal Aggregation in First Order Cointegrated Vector Autoregressive models",

author = "{la Cour}, Lisbeth and Anders Milh{\o}j",

year = "2011",

language = "English",

volume = "6",

pages = "207--227",

journal = "Advances and Applications in Statistical Sciences",

issn = "0974-6811",

publisher = "Mili Publications",

number = "4",

}