Pages that link to "Item:Q4973949"
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The following pages link to Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes (Q4973949):
Displaying 15 items.
- Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
- Vector autoregressive models with measurement errors for testing Granger causality (Q716260) (← links)
- Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
- Multivariate out-of-sample tests for Granger causality (Q1019966) (← links)
- Testing the functional constraints on parameters in regressions with variables of different frequency (Q1925719) (← links)
- Nowcasting causality in mixed frequency vector autoregressive models (Q2016010) (← links)
- Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality (Q2227063) (← links)
- A mixed frequency approach for stock returns and valuation ratios (Q2295354) (← links)
- Spurious Granger causalities in integrated autoregressive moving average processes (Q2862627) (← links)
- Cointegrating regressions with messy regressors and an application to mixed-frequency series (Q3103181) (← links)
- Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series (Q3452741) (← links)
- Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (Q3593523) (← links)
- (Q5011557) (← links)
- Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions (Q5057240) (← links)
- Testing for Granger causality with mixed frequency data (Q5964759) (← links)
