Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series

Publisher: John Wiley & Sons Inc

E-ISSN: 1467-9892|36|6|797-816

ISSN: 0143-9782

Source: JOURNAL OF TIME SERIES ANALYSIS, Vol.36, Iss.6, 2015-11, pp. : 797-816

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Abstract