Implementing residual-based KPSS tests for cointegration with data subject to temporal aggregation and mixed sampling frequencies (Q2830681)
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scientific article; zbMATH DE number 6645478
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implementing residual-based KPSS tests for cointegration with data subject to temporal aggregation and mixed sampling frequencies |
scientific article; zbMATH DE number 6645478 |
Statements
28 October 2016
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temporal aggregation
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mixed sampling frequencies
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MIDAS
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cointegration
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KPSS test
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residual-based cointegration test
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dynamic OLS
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Implementing residual-based KPSS tests for cointegration with data subject to temporal aggregation and mixed sampling frequencies (English)
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