A new approach for estimating VAR systems in the mixed-frequency case (Q779695)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach for estimating VAR systems in the mixed-frequency case |
scientific article |
Statements
A new approach for estimating VAR systems in the mixed-frequency case (English)
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14 July 2020
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high-frequency vector autoregression (VAR)
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mixed-frequency data
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estimation procedure
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