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Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data

Chambers, Marcus J (2019) Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data. Journal of Time Series Analysis, 40 (6). pp. 887-913. DOI https://doi.org/10.1111/jtsa.12461



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Filename: MFCCT_Final.pdf

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