Estimation of vector error correction models with mixed-frequency data
نویسندگان
چکیده
منابع مشابه
Estimation of Vector Error Correction Models with Mixed-Frequency Data
Mixed-Frequency Data Byeongchan Seong, Sung K. Ahn, and Peter A. Zadrozny a Department of Statistics, Chung-Ang University, Seoul 156-756, Korea (e-mail: [email protected]) b Department of Management and Operations, Washington State University, Pullman, WA 99164-4736, USA (e-mail: [email protected]) c Bureau of Labor Statistics,2 Massachusetts Ave., NE, Washington, DC 20212, USA (e-mail: Zadrozny.Pet...
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ژورنال
عنوان ژورنال: Journal of Time Series Analysis
سال: 2012
ISSN: 0143-9782
DOI: 10.1111/jtsa.12001