Consistent high-frequency calibration

Journal of Economic Dynamics and Control

Volumn 28, Issue 11, 2004, Pages 2277-2295

  Aadland, David ^a   Huang, Kevin X D ^b  

^a UNIVERSITY OF WYOMING   (United States)

^b FEDERAL RESERVE BANK OF KANSAS CITY   (United States)

Author keywords

Calibration; Consistency; High frequency; Temporal aggregation; Transformation rule

Indexed keywords

EID: 4043162942     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2003.10.005     Document Type: Article

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