Pages that link to "Item:Q3440771"
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The following pages link to Temporal aggregation and spurious instantaneous causality in multiple time series models (Q3440771):
Displaying 13 items.
- MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
- Granger causality and the sampling of economic processes (Q291700) (← links)
- Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
- Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
- A spectral measure for the information loss of temporal aggregation (Q777828) (← links)
- A class of optimal tests for contemporaneous non-causality in VAR models (Q2852595) (← links)
- On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling (Q3120662) (← links)
- Causality and forecasting in temporally aggregated multivariate GARCH processes (Q3566442) (← links)
- Causal network reconstruction from time series: From theoretical assumptions to practical estimation (Q4683673) (← links)
- (Q5011557) (← links)
- The use of aggregate time series for testing conditional heteroscedasticity (Q5058308) (← links)
- AUTOMATIC INFERENCE OF THE CONTEMPORANEOUS CAUSAL ORDER OF A SYSTEM OF EQUATIONS (Q5697624) (← links)
- Testing for Granger causality with mixed frequency data (Q5964759) (← links)
