Pages that link to "Item:Q4687501"
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The following pages link to Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models (Q4687501):
Displayed 5 items.
- Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
- Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies (Q2830681) (← links)
- Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series (Q3452741) (← links)
- Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes (Q4973949) (← links)
- Reverse restricted MIDAS model with application to US interest rate forecasts (Q5083996) (← links)