Pages that link to "Item:Q3018501"
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The following pages link to Cointegration and sampling frequency (Q3018501):
Displaying 13 items.
- The estimation of continuous time models with mixed frequency data (Q726594) (← links)
- Low-pass filtered least squares estimators of cointegrating vectors (Q1298417) (← links)
- Continuous time ARMA processes: discrete time representation and likelihood evaluation (Q1655581) (← links)
- Testing for cointegration: power versus frequency of observation -- further Monte Carlo results (Q1978317) (← links)
- Estimation of continuous and discrete time co-integrated systems with stock and flow variables (Q2046060) (← links)
- Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (Q2190213) (← 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)
- Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data (Q4973950) (← links)
- Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
- Mixed First‐ and Second‐Order Cointegrated Continuous Time Models with Mixed Stock and Flow Data (Q5111844) (← 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)
