Pages that link to "Item:Q2190213"
From MaRDI portal
The following pages link to Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (Q2190213):
Displaying 9 items.
- Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
- New small sample estimators for cointegration regression: low-pass spectral filter method (Q674067) (← links)
- Regression models with mixed sampling frequencies (Q736674) (← links)
- A new approach for estimating VAR systems in the mixed-frequency case (Q779695) (← links)
- Implementing residual-based KPSS tests for cointegration with data subject to temporal aggregation and mixed sampling frequencies (Q2830681) (← links)
- Estimation of vector error correction models with mixed-frequency data (Q2852491) (← links)
- Cointegration and sampling frequency (Q3018501) (← links)
- Cointegrating regressions with messy regressors and an application to mixed-frequency series (Q3103181) (← links)
- Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series (Q3452741) (← links)
