Pages that link to "Item:Q3452741"
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The following pages link to Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series (Q3452741):
Displaying 15 items.
- Testing for cointegration: Power versus frequency of observation--another view (Q672559) (← links)
- The estimation of continuous time models with mixed frequency data (Q726594) (← links)
- Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
- Temporal aggregation and the power of tests for a unit root (Q1343374) (← links)
- Testing for cointegration: power versus frequency of observation -- further Monte Carlo results (Q1978317) (← links)
- Nowcasting causality in mixed frequency vector autoregressive models (Q2016010) (← 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)
- Temporal aggregation in first order cointegrated vector autoregressive models (Q2906778) (← links)
- Cointegrating regressions with messy regressors and an application to mixed-frequency series (Q3103181) (← links)
- A Direct Test for Cointegration Between a Pair of Time Series (Q4677002) (← links)
- Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data (Q4973948) (← links)
- Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes (Q4973949) (← links)
- Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data (Q4973950) (← links)
- Testing for Granger causality with mixed frequency data (Q5964759) (← links)
