Pages that link to "Item:Q726594"
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The following pages link to The estimation of continuous time models with mixed frequency data (Q726594):
Displaying 21 items.
- Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (Q134805) (← links)
- Comments on `Fitting continuous-time and discrete-time models using discrete-time data and their application' (Q580285) (← links)
- Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
- Continuous time ARMA processes: discrete time representation and likelihood evaluation (Q1655581) (← links)
- An extension of stochastic volatility model with mixed frequency information (Q1673463) (← links)
- The likelihood of the parameters of a continuous time vector autoregressive model (Q1862206) (← 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)
- 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)
- Multivariate AR systems and mixed frequency data: G-identifiability and estimation (Q2826003) (← links)
- Mixed effect models for absolute log returns of ultra high frequency data (Q3439758) (← links)
- Econometric Modelling with Mixed Frequency and Temporally Aggregated Data (Q4973946) (← links)
- Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data (Q4973948) (← links)
- Exact Discrete Representations of Linear Continuous Time Models with Mixed Frequency Data (Q4973951) (← links)
- Mixed First‐ and Second‐Order Cointegrated Continuous Time Models with Mixed Stock and Flow Data (Q5111844) (← links)
- The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions (Q5472962) (← links)
- Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series (Q5863650) (← links)
- Interpolating exogenous variables in continuous time dynamic models (Q5941344) (← links)
- On model selection criteria for climate change impact studies (Q6150501) (← links)
