Pages that link to "Item:Q736674"
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The following pages link to Regression models with mixed sampling frequencies (Q736674):
Displaying 27 items.
- Forecasting inflation using commodity price aggregates (Q472756) (← links)
- The econometric analysis of mixed frequency data sampling (Q726585) (← links)
- Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
- On the use of high frequency measures of volatility in MIDAS regressions (Q726593) (← links)
- The estimation of continuous time models with mixed frequency data (Q726594) (← links)
- Testing the functional constraints on parameters in regressions with variables of different frequency (Q1925719) (← links)
- Bayesian MIDAS penalized regressions: estimation, selection, and prediction (Q2024454) (← links)
- Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
- Monitoring banking system connectedness with big data (Q2323377) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- Implementing residual-based KPSS tests for cointegration with data subject to temporal aggregation and mixed sampling frequencies (Q2830681) (← links)
- Mixed data sampling (MIDAS) regression models (Q3295740) (← links)
- Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series (Q3452741) (← links)
- A self-normalizing approach to the specification test of mixed-frequency models (Q4563504) (← links)
- On the choice of instruments in mixed frequency specification tests (Q5077968) (← links)
- State Space Models and MIDAS Regressions (Q5080577) (← links)
- Reverse restricted MIDAS model with application to US interest rate forecasts (Q5083996) (← links)
- Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach (Q5272546) (← links)
- Revisiting the transitional dynamics of business cycle phases with mixed-frequency data (Q5860939) (← links)
- Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series (Q5863650) (← links)
- On model selection criteria for climate change impact studies (Q6150501) (← links)
- The Bayesian nested Lasso for mixed frequency regression models (Q6179127) (← links)
- Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates (Q6581334) (← links)
- Macro-financial dynamics: theories, empirical methods, and time scales (Q6609970) (← links)
- High-Dimensional Mixed-Frequency IV Regression (Q6620967) (← links)
- Testing for an Omitted Multiplicative Long-Term Component in GARCH Models (Q6626297) (← links)
- Target PCA: transfer learning large dimensional panel data (Q6664641) (← links)
