Pages that link to "Item:Q5203540"

The following pages link to Error Correction and Long-Run Equilibrium in Continuous Time (Q5203540):

Displaying 39 items.

• LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
• Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
• Granger causality and the sampling of economic processes (Q291700) (← links)
• Commodity derivatives pricing with cointegration and stochastic covariances (Q319797) (← links)
• Aggregation over time, error correction models and Granger causality: (Q671688) (← links)
• The estimation of continuous time models with mixed frequency data (Q726594) (← links)
• Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492) (← links)
• Forecasting discrete stock and flow data generated by a second order continuous time system (Q1192175) (← links)
• Discrete time representation of stationary and non-stationary continuous time systems (Q1275550) (← links)
• Discrete and continuous time cointegration (Q1305667) (← links)
• On the relationship between the theory of cointegration and the theory of phase synchronization (Q1630395) (← links)
• Continuous time ARMA processes: discrete time representation and likelihood evaluation (Q1655581) (← links)
• Inference in continuous systems with mildly explosive regressors (Q1676388) (← links)
• Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (Q1729305) (← links)
• A nonnested approach to testing continuous time models against discrete alternatives (Q1801422) (← links)
• Estimation of continuous and discrete time co-integrated systems with stock and flow variables (Q2046060) (← links)
• Equilibrium pairs trading under delayed cointegration (Q2166010) (← links)
• Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (Q2190213) (← links)
• Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions (Q2280616) (← links)
• Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
• Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration (Q2374128) (← links)
• Time-consistent mean-variance hedging of longevity risk: effect of cointegration (Q2513456) (← links)
• Structural estimation of jump-diffusion processes in macroeconomics (Q2630127) (← links)
• Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
• Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies (Q2830681) (← links)
• ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
• UNIT ROOTS IN WHITE NOISE (Q2890701) (← links)
• Cointegration and sampling frequency (Q3018501) (← links)
• DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA (Q3181960) (← links)
• REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING (Q3181964) (← links)
• ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
• Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
• Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data (Q3192390) (← links)
• DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES (Q3224042) (← links)
• ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY (Q3377452) (← links)
• STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER (Q3377453) (← links)
• Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data (Q4973948) (← links)
• Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data (Q4973950) (← links)
• Mixed First‐ and Second‐Order Cointegrated Continuous Time Models with Mixed Stock and Flow Data (Q5111844) (← links)