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Temporal aggregation in first order cointegrated vector autoregressive models - MaRDI portal

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Temporal aggregation in first order cointegrated vector autoregressive models (Q2906778)

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scientific article; zbMATH DE number 6077776
Language Label Description Also known as
English
Temporal aggregation in first order cointegrated vector autoregressive models
scientific article; zbMATH DE number 6077776

    Statements

    author
    Anders Milhøj
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    publication date
    5 September 2012
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    zbMATH Keywords
    speed of adjustment
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    alpha-matrix
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    Gasolin prices
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    title
    Temporal aggregation in first order cointegrated vector autoregressive models (English)
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62A09
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    zbMATH DE Number
    6077776
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