Pages that link to "Item:Q779695"
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The following pages link to A new approach for estimating VAR systems in the mixed-frequency case (Q779695):
Displaying 7 items.
- Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
- A mixed frequency approach for stock returns and valuation ratios (Q2295354) (← links)
- Mixed-frequency VAR models with Markov-switching dynamics (Q2453034) (← 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)
- Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes (Q4973949) (← links)
- Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions (Q5057240) (← links)