Aggregation of autoregressive, perhaps cointegrated, time series

Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearch

Original languageEnglish
Title of host publicationSymposium i anvendt statistik 2006
EditorsPeter Linde, Helle Rootzén, Ellen-Marie Traberg-Borup
PublisherDanmarks Statistik
Publication date2006
Pages299-314
ISBN (Print)8750115162
Publication statusPublished - 2006
EventSymposium i Anvendt Statistik 2006 - Danmarks Tekniske Universitet, Lyngby
Duration: 23 Jan 200625 Jan 2006
Conference number: 28

Conference

ConferenceSymposium i Anvendt Statistik 2006
Nummer28
ByDanmarks Tekniske Universitet, Lyngby
Periode23/01/200625/01/2006

ID: 314497