Aggregation of autoregressive, perhaps cointegrated, time series

Lisbeth Funding La Cour, Anders Milhøj

Original language	English
Title of host publication	Symposium i anvendt statistik 2006
Editors	Peter Linde, Helle Rootzén, Ellen-Marie Traberg-Borup
Publisher	Danmarks Statistik
Publication date	2006
Pages	299-314
ISBN (Print)	8750115162
Publication status	Published - 2006
Event	Symposium i Anvendt Statistik 2006 - Danmarks Tekniske Universitet, Lyngby Duration: 23 Jan 2006 → 25 Jan 2006 Conference number: 28

Conference	Symposium i Anvendt Statistik 2006
Number	28
City	Danmarks Tekniske Universitet, Lyngby
Period	23/01/2006 → 25/01/2006

Cite this

@inproceedings{98668890c59f11dbbee902004c4f4f50,

title = "Aggregation of autoregressive, perhaps cointegrated, time series",

author = "{La Cour}, {Lisbeth Funding} and Anders Milh{\o}j",

note = "JEL Classification: C0, C32; Symposium i Anvendt Statistik 2006 ; Conference date: 23-01-2006 Through 25-01-2006",

year = "2006",

language = "English",

isbn = "8750115162",

pages = "299--314",

editor = "Peter Linde and Helle Rootz{\'e}n and Ellen-Marie Traberg-Borup",

booktitle = "Symposium i anvendt statistik 2006",

publisher = "Danmarks Statistik",

}

TY - GEN

T1 - Aggregation of autoregressive, perhaps cointegrated, time series

AU - La Cour, Lisbeth Funding

AU - Milhøj, Anders

N1 - Conference code: 28

PY - 2006

Y1 - 2006

M3 - Article in proceedings

SN - 8750115162

SP - 299

EP - 314

BT - Symposium i anvendt statistik 2006

A2 - Linde, Peter

A2 - Rootzén, Helle

A2 - Traberg-Borup, Ellen-Marie

PB - Danmarks Statistik

T2 - Symposium i Anvendt Statistik 2006

Y2 - 23 January 2006 through 25 January 2006

ER -