Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems

Marcus Chambers and J.R. McCrorie

No 2004-40, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: estimation; aggregation; cointegration; general equilibrium (search for similar items in EconPapers)
Date: 2004
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Working Paper: Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems (2004)
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