Pages that link to "Item:Q1347110"

The following pages link to Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence (Q1347110):

Displaying 9 items.

• Aggregation of the generalized fractional processes (Q485603) (← links)
• A note on the critical values for the maximum likelihood (seasonal) cointegration tests (Q672562) (← links)
• Estimation of fractional integration under temporal aggregation (Q737901) (← links)
• Small-sample improvements in the statistical analysis of seasonally cointegrated systems (Q957207) (← links)
• Aggregation in large dynamic panels (Q2511786) (← links)
• Temporal aggregation of Markov-switching financial return models (Q3077477) (← links)
• ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY (Q3377452) (← links)
• Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information (Q3440756) (← links)
• Temporal Aggregation of Seasonally Near‐Integrated Processes (Q4973947) (← links)