On cointegration for processes integrated at different frequencies
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Publication:5095290
DOI10.1111/jtsa.12620OpenAlexW3082308418MaRDI QIDQ5095290
Tomás del Barrio Castro, Gianluca Cubadda, Denise R. Osborn
Publication date: 8 August 2022
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12620
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Inference from stochastic processes (62Mxx)
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