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

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+The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests
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+Macroeconomics and the reality of mixed frequency data
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+Testing for Granger causality with mixed frequency data
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+The Econometric Analysis of Seasonal Time Series
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+MIDAS Regressions: Further Results and New Directions
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+Nowcasting causality in mixed frequency vector autoregressive models
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+Testing for Granger causality in large mixed-frequency VARs
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+Stochastic linear trends. Models and estimators
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+Efficient tests of the seasonal unit root hypothesis
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