Pages that link to "Item:Q3452741"
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The following pages link to Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series (Q3452741):
Displaying 9 items.
- The estimation of continuous time models with mixed frequency data (Q726594) (← links)
- Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
- Nowcasting causality in mixed frequency vector autoregressive models (Q2016010) (← links)
- Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (Q2190213) (← links)
- Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies (Q2830681) (← links)
- Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data (Q4973948) (← links)
- Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes (Q4973949) (← links)
- Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data (Q4973950) (← links)
- Testing for Granger causality with mixed frequency data (Q5964759) (← links)
