Testing for deterministic seasonality in mixed-frequency VARs (Q1668620): Difference between revisions

From MaRDI portal
m rollbackEdits.php mass rollback
Tag: Rollback
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.econlet.2016.09.030 / rank
Normal rank
 
Property / OpenAlex ID
 
Property / OpenAlex ID: W2531550793 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Macroeconomics and the reality of mixed frequency data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for Granger causality with mixed frequency data / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Econometric Analysis of Seasonal Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: MIDAS Regressions: Further Results and New Directions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nowcasting causality in mixed frequency vector autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for Granger causality in large mixed-frequency VARs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic linear trends. Models and estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient tests of the seasonal unit root hypothesis / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.ECONLET.2016.09.030 / rank
 
Normal rank

Latest revision as of 02:08, 11 December 2024

scientific article
Language Label Description Also known as
English
Testing for deterministic seasonality in mixed-frequency VARs
scientific article

    Statements

    Identifiers