Pages that link to "Item:Q726586"
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The following pages link to Macroeconomics and the reality of mixed frequency data (Q726586):
Displaying 35 items.
- The econometric analysis of mixed frequency data sampling (Q726585) (← links)
- A MIDAS approach to modeling first and second moment dynamics (Q726588) (← links)
- Monetary, fiscal and oil shocks: evidence based on mixed frequency structural FAVARs (Q726590) (← links)
- Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
- A computationally efficient method for vector autoregression with mixed frequency data (Q726603) (← links)
- Computationally efficient inference in large Bayesian mixed frequency VARs (Q777662) (← links)
- Testing for deterministic seasonality in mixed-frequency VARs (Q1668620) (← links)
- Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model (Q1728672) (← links)
- Forecasting data revisions of GDP: a mixed frequency approach (Q2006854) (← links)
- A flexible mixed-frequency vector autoregression with a steady-state prior (Q2019871) (← links)
- Nowcasting with large Bayesian vector autoregressions (Q2106382) (← links)
- Nowcasting the output gap (Q2106386) (← links)
- Nowcasting in a pandemic using non-parametric mixed frequency VARs (Q2106390) (← links)
- Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (Q2190213) (← links)
- Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
- Measuring, mapping, and uncertainty quantification in the space-time cube (Q2206759) (← links)
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit (Q2224996) (← links)
- Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality (Q2227063) (← links)
- Measuring the effects of expectations shocks (Q2246707) (← links)
- A mixed frequency approach for stock returns and valuation ratios (Q2295354) (← links)
- Econometric modeling at mixed frequencies (Q2567701) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- The rescaled VAR model with an application to mixed-frequency macroeconomic forecasting (Q2691770) (← links)
- Estimation of vector error correction models with mixed-frequency data (Q2852491) (← links)
- Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series (Q3452741) (← 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)
- Exact Discrete Representations of Linear Continuous Time Models with Mixed Frequency Data (Q4973951) (← links)
- (Q5011557) (← links)
- Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions (Q5057240) (← links)
- Reverse restricted MIDAS model with application to US interest rate forecasts (Q5083996) (← links)
- Panel data nowcasting (Q5867566) (← links)
- A Bayesian Framework for Sparse Estimation in High-Dimensional Mixed Frequency Vector Autoregressive Models (Q6069889) (← links)
- Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP (Q6556125) (← links)
- Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables (Q6620919) (← links)
