A Residual-Based Test for Cointegration Variance in a Mixed Frequency Sample
碩士 === 國立中山大學 === 經濟學研究所 === 107 === Economic data are sampled at different frequencies because of the cost of collecting or measuring variables. In this paper, the cointegration variance test is established by using cointegrating mixed data sampling (CoMIDAS) model introduced by Miller(2014),which...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/x5n582 |