Pages that link to "Item:Q3452741"

The following pages link to Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series (Q3452741):

Displayed 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)