On cointegration for processes integrated at different frequencies-Reference-Cited by-同舟云学术

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On cointegration for processes integrated at different frequencies

Published:2021-09-24 Issue: Volume: Page:
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J. Time Ser. Anal.

Author:

del Barrio Castro Tomás¹^ORCID,Cubadda Gianluca²,Osborn Denise R.³

Affiliation:

1. Department of Applied Economics University of the Balearic Islands Palma Spain

2. Dipartimento di Economia e Finanza Università degli Studi di Roma ‘Tor Vergata’ Rome Italy

3. Department of Economics, School of Social Sciences University of Manchester Manchester UK

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12620

Reference32 articles.

1. Estimation of partially nonstationary vector autoregressive models with seasonal behavior

2. A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES

3. COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?

4. TIME-VARYING COINTEGRATION

5. A Seasonal Model of Consumption

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Multivariate Trend‐Cycle‐Seasonal Decompositions with Correlated Innovations*;Oxford Bulletin of Economics and Statistics;2024-02-25

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