Pages that link to "Item:Q291700"
From MaRDI portal
The following pages link to Granger causality and the sampling of economic processes (Q291700):
Displaying 17 items.
- Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
- Granger causality and stopping times (Q317155) (← links)
- Causality with finite horizon of the past in continuous time (Q449370) (← links)
- Estimating integrated higher-order continuous time autoregressions with an application to money-income causality (Q583827) (← links)
- Aggregation over time, error correction models and Granger causality: (Q671688) (← links)
- Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
- Computing estimates of continuous time macroeconometric models on the basis of discrete data (Q957212) (← links)
- Impact of systematic sampling on causality in the presence of unit roots (Q1927540) (← links)
- Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
- Geometric and long run aspects of Granger causality (Q2512622) (← links)
- Adaptive LASSO-type estimation for multivariate diffusion processes (Q2909250) (← links)
- On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling (Q3120662) (← links)
- ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
- Implications of temporal aggregation on the relation between two time series (Q3990732) (← links)
- On spurious Granger causality (Q5958408) (← links)
- Testing for Granger causality with mixed frequency data (Q5964759) (← links)
- Statistical causality, optional and predictable projections (Q6102195) (← links)
