Autoregressive Approximations of Multiple Frequency I(1) Processes

DSpace/Manakin Repository

Autoregressive Approximations of Multiple Frequency I(1) Processes

BAUER, Dietmar; WAGNER, Martin
Title: Autoregressive Approximations of Multiple Frequency I(1) Processes
Author: BAUER, Dietmar; WAGNER, Martin
Date: 2005
Publisher: European University Institute
Series/Report no.: EUI ECO 2005/09
URI: http://hdl.handle.net/1814/3322

Show full item record

Files in this item

Icon
Name: ECO2005-9.pdf
Size: 392.1Kb
Format: PDF
View/Open

This item appears in the following Collection(s)

  • ECO Working Papers
    Working Papers of the Economics Department of the EUI. ISSN 1725-6704