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Estimation of vector error correction models with mixed-frequency data

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Author Info

  • Byeongchan Seong
  • Sung K. Ahn
  • Peter A. Zadrozny

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File URL: http://hdl.handle.net/10.1111/jtsa.12001
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Bibliographic Info

Article provided by Wiley Blackwell in its journal Journal of Time Series Analysis.

Volume (Year): 34 (2013)
Issue (Month): 2 (03)
Pages: 194-205

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Handle: RePEc:bla:jtsera:v:34:y:2013:i:2:p:194-205

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0143-9782

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Cited by:
  1. Peter Fuleky & Carl Bonham, 2010. "Forecasting Based on Common Trends in Mixed Frequency Samples," Working Papers 2010-17R1, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Jul 2013.
  2. Peter Fuleky & Carl S. Bonham, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 201316, University of Hawaii at Manoa, Department of Economics.

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