Pages that link to "Item:Q726603"
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The following pages link to A computationally efficient method for vector autoregression with mixed frequency data (Q726603):
Displaying 5 items.
- Computationally efficient inference in large Bayesian mixed frequency VARs (Q777662) (← 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)
- Identifiability and estimation of structural vector autoregressive models for subsampled and mixed-frequency time series (Q4973625) (← links)
- Quasi-maximum likelihood estimation of GARCH models in the presence of missing values (Q5107326) (← links)
