Estimation of fractional integration under temporal aggregation

Journal of Econometrics

Volumn 162, Issue 2, 2011, Pages 240-247

  Hassler, Uwe ^a  

^a GOETHE UNIVERSITY   (Germany)

Author keywords

Closedness of assumptions; Cumulating time series; Difference stationarity; Long memory; Skip sampling

Indexed keywords

CLOSEDNESS; CUMULATING TIME SERIES; DIFFERENCE STATIONARITY; LONG MEMORIES; SKIP SAMPLING;

ESTIMATION; FREQUENCY DOMAIN ANALYSIS; TIME SERIES;

FREQUENCY ESTIMATION;

EID: 79955057543     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2011.01.003     Document Type: Article

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