Pages that link to "Item:Q4164207"
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The following pages link to Temporal Aggregation in the Multiple Regression Model (Q4164207):
Displayed 12 items.
- Nonparametric transformation to white noise (Q290951) (← links)
- Granger causality and the sampling of economic processes (Q291700) (← links)
- Regression models with mixed sampling frequencies (Q736674) (← links)
- A test for spatial and temporal aggregation (Q1186875) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- Extensions of the Hansen-Sargent prediction formulas to sampled and aggregated data (Q2640305) (← links)
- The rescaled VAR model with an application to mixed-frequency macroeconomic forecasting (Q2691770) (← links)
- ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
- Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes (Q4973949) (← links)
- IDENTIFYING RESTRICTIONS FOR FINITE PARAMETER CONTINUOUS TIME MODELS WITH DISCRETE TIME DATA (Q5349014) (← links)
- State-Space Analysis of Granger-Geweke Causality Measures with Application to fMRI (Q5380428) (← links)
- Temporal aggregation in a multi-sector economy with endogenous growth (Q5941008) (← links)