Pages that link to "Item:Q5630800"

The following pages link to Discrete Approximations to Continuous Time Distributed Lags in Econometrics (Q5630800):

Displaying 18 items.

• Nonparametric transformation to white noise (Q290951) (← links)
• Granger causality and the sampling of economic processes (Q291700) (← links)
• Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
• Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
• Regression models with mixed sampling frequencies (Q736674) (← links)
• The construction and estimation of continuous time models and discrete approximations in econometrics (Q1244777) (← links)
• Optimal peak load pricing with time-additive consumer preferences (Q1253596) (← links)
• Aggregation of linear dynamic microeconomic models (Q1300375) (← links)
• The problem of identification in finite parameter continuous time models (Q1844181) (← links)
• Detrending time-aggregated data (Q1928709) (← links)
• Nowcasting with large Bayesian vector autoregressions (Q2106382) (← links)
• Comment: A selective overview of nonparametric methods in financial econometrics (Q2381755) (← links)
• Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models (Q2563108) (← 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)
• State-Space Analysis of Granger-Geweke Causality Measures with Application to fMRI (Q5380428) (← links)