Temporal Aggregation in First Order Cointegrated Vector Autoregressive models

Lisbeth la Cour, Anders Milhøj

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalAdvances and Applications in Statistical Sciences
Volume6
Issue number4
Pages (from-to)207-227
ISSN0974-6811
Publication statusPublished - 2011

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