Pages that link to "Item:Q726586"

The following pages link to Macroeconomics and the reality of mixed frequency data (Q726586):

Displaying 21 items.

• A MIDAS approach to modeling first and second moment dynamics (Q726588) (← links)
• Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
• Computationally efficient inference in large Bayesian mixed frequency VARs (Q777662) (← links)
• Testing for deterministic seasonality in mixed-frequency VARs (Q1668620) (← links)
• A flexible mixed-frequency vector autoregression with a steady-state prior (Q2019871) (← links)
• Nowcasting with large Bayesian vector autoregressions (Q2106382) (← links)
• Nowcasting the output gap (Q2106386) (← links)
• Nowcasting in a pandemic using non-parametric mixed frequency VARs (Q2106390) (← links)
• Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (Q2190213) (← links)
• Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
• Measuring, mapping, and uncertainty quantification in the space-time cube (Q2206759) (← links)
• Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit (Q2224996) (← links)
• Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality (Q2227063) (← links)
• Measuring the effects of expectations shocks (Q2246707) (← links)
• A mixed frequency approach for stock returns and valuation ratios (Q2295354) (← links)
• The rescaled VAR model with an application to mixed-frequency macroeconomic forecasting (Q2691770) (← 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)
• Exact Discrete Representations of Linear Continuous Time Models with Mixed Frequency Data (Q4973951) (← links)
• (Q5011557) (← links)
• A Bayesian Framework for Sparse Estimation in High-Dimensional Mixed Frequency Vector Autoregressive Models (Q6069889) (← links)