Pages that link to "Item:Q583827"
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The following pages link to Estimating integrated higher-order continuous time autoregressions with an application to money-income causality (Q583827):
Displaying 15 items.
- Granger causality and the sampling of economic processes (Q291700) (← links)
- Computing estimates of continuous time macroeconometric models on the basis of discrete data (Q957212) (← links)
- Credit, income, and causality: a contemporary co-integration analysis (Q1044155) (← links)
- Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality' (Q1069258) (← links)
- Continuous time autoregressive models with common stochastic trends (Q1104688) (← links)
- Continuous time ARMA processes: discrete time representation and likelihood evaluation (Q1655581) (← links)
- The likelihood of the parameters of a continuous time vector autoregressive model (Q1862206) (← links)
- Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
- STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER (Q3377453) (← links)
- Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
- Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
- Mixed orthogonality graphs for continuous-time stationary processes (Q6658920) (← links)
