Estimation of cointegrating vectors with time series measured at different periodicity
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Estimation of cointegrating vectors with time series measured at different periodicity. / Pons Rotger, Gabriel Angel; Sansó, Andreu.
I: Econometric Theory, Bind 21, Nr. 4, 2005, s. 735-756.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Pons Rotger, GA & Sansó, A 2005, 'Estimation of cointegrating vectors with time series measured at different periodicity', Econometric Theory, bind 21, nr. 4, s. 735-756. https://doi.org/10.1017/S0266466605050395
APA
Pons Rotger, G. A., & Sansó, A. (2005). Estimation of cointegrating vectors with time series measured at different periodicity. Econometric Theory, 21(4), 735-756. https://doi.org/10.1017/S0266466605050395
Vancouver
Pons Rotger GA, Sansó A. Estimation of cointegrating vectors with time series measured at different periodicity. Econometric Theory. 2005;21(4):735-756. https://doi.org/10.1017/S0266466605050395
Author
Bibtex
@article{1712c2c0a6f711dbbee902004c4f4f50,
title = "Estimation of cointegrating vectors with time series measured at different periodicity",
author = "{Pons Rotger}, {Gabriel Angel} and Andreu Sans{\'o}",
note = "JEL Classification: C13, C32",
year = "2005",
doi = "10.1017/S0266466605050395",
language = "English",
volume = "21",
pages = "735--756",
journal = "Econometric Theory",
issn = "0266-4666",
publisher = "Cambridge University Press",
number = "4",
}
RIS
TY - JOUR
T1 - Estimation of cointegrating vectors with time series measured at different periodicity
AU - Pons Rotger, Gabriel Angel
AU - Sansó, Andreu
N1 - JEL Classification: C13, C32
PY - 2005
Y1 - 2005
U2 - 10.1017/S0266466605050395
DO - 10.1017/S0266466605050395
M3 - Journal article
VL - 21
SP - 735
EP - 756
JO - Econometric Theory
JF - Econometric Theory
SN - 0266-4666
IS - 4
ER -
ID: 93754