Pages that link to "Item:Q3265223"
From MaRDI portal
The following pages link to Note on the Correlation of First Differences of Averages in a Random Chain (Q3265223):
Displayed 23 items.
- Granger causality and the sampling of economic processes (Q291700) (← links)
- Persistence under temporal aggregation and differencing (Q485617) (← links)
- An analogue model of phase-averaging procedures (Q583817) (← links)
- The estimation of continuous time models with mixed frequency data (Q726594) (← links)
- An econometric analysis of nonsynchronous trading (Q749146) (← links)
- Time-aggregated information and stock price volatility (Q899782) (← links)
- Consistent high-frequency calibration (Q953716) (← links)
- Continuous time autoregressive models with common stochastic trends (Q1104688) (← links)
- Consumption and the credit market (Q1351128) (← links)
- Testing for unit roots in flow data sampled at different frequencies (Q1352140) (← links)
- Consumption adjustment to real interest rates: Intertemporal substitution revisited (Q1389721) (← links)
- Asymptotic behavior of temporal aggregates in the frequency domain (Q1695556) (← links)
- Comments on testing economic theories and the use of model selection criteria (Q1893410) (← links)
- In search of lost time aggregation (Q2179754) (← links)
- Temporal aggregation of random walk processes and implications for economic analysis (Q2697076) (← links)
- Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies (Q2830681) (← links)
- Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data (Q3192390) (← links)
- Testing for Mild Explosivity and Bubbles in LME Non-Ferrous Metals Prices (Q3192406) (← links)
- DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES (Q3224042) (← links)
- Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series (Q3452741) (← links)
- Implications of temporal aggregation on the relation between two time series (Q3990732) (← links)
- JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS (Q4012960) (← links)
- TEMPORAL AGGREGATION AND TESTING FOR TIMBER PRICE BEHAVIOR (Q5697230) (← links)