Retrieval from mixed sampling frequency: generic identifiability in the unit root VAR
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Cites work
- A state space canonical form for unit root processes
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- scientific article; zbMATH DE number 3711820 (Why is no real title available?)
- scientific article; zbMATH DE number 1324089 (Why is no real title available?)
- Identifiability and Consistent Estimability in Econometric Models
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- Macroeconomics and the reality of mixed frequency data
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- Multivariate AR systems and mixed frequency data: G-identifiability and estimation
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- Some tests for parameter constancy in cointegrated VAR‐models
- THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION
- The estimation of continuous time models with mixed frequency data
- The statistical theory of linear systems
- The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case
- Time Series Models
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