Pages that link to "Item:Q736674"

The following pages link to Regression models with mixed sampling frequencies (Q736674):

Displaying 20 items.

• Forecasting inflation using commodity price aggregates (Q472756) (← links)
• Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
• On the use of high frequency measures of volatility in MIDAS regressions (Q726593) (← links)
• The estimation of continuous time models with mixed frequency data (Q726594) (← links)
• Testing the functional constraints on parameters in regressions with variables of different frequency (Q1925719) (← links)
• Bayesian MIDAS penalized regressions: estimation, selection, and prediction (Q2024454) (← links)
• Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
• Monitoring banking system connectedness with big data (Q2323377) (← 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)
• Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series (Q3452741) (← links)
• A self-normalizing approach to the specification test of mixed-frequency models (Q4563504) (← links)
• On the choice of instruments in mixed frequency specification tests (Q5077968) (← links)
• State Space Models and MIDAS Regressions (Q5080577) (← links)
• Reverse restricted MIDAS model with application to US interest rate forecasts (Q5083996) (← links)
• Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach (Q5272546) (← links)
• Revisiting the transitional dynamics of business cycle phases with mixed-frequency data (Q5860939) (← links)
• Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series (Q5863650) (← links)
• On model selection criteria for climate change impact studies (Q6150501) (← links)
• The Bayesian nested Lasso for mixed frequency regression models (Q6179127) (← links)