Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies
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- J. Isaac Miller, 2018. "Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data," Working Papers 1809, Department of Economics, University of Missouri.
- repec:eee:ecosta:v:5:y:2018:i:c:p:45-66 is not listed on IDEAS
- Miller, J. Isaac, 2018.
"Simple robust tests for the specification of high-frequency predictors of a low-frequency series,"
Econometrics and Statistics,
Elsevier, vol. 5(C), pages 45-66.
- J. Isaac Miller, 2014. "Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series," Working Papers 1412, Department of Economics, University of Missouri.
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