Econometric Modelling with Mixed Frequency and Temporally Aggregated Data.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 6, p. 869, doi. 10.1111/jtsa.12510
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2019 AND VI 40 AND IP 6
Results: 8
1
2
Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 6, p. 968, doi. 10.1111/jtsa.12506
- By:
- Publication type:
- Article
3
Exact Discrete Representations of Linear Continuous Time Models with Mixed Frequency Data.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 6, p. 951, doi. 10.1111/jtsa.12471
- By:
- Publication type:
- Article
4
Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 6, p. 936, doi. 10.1111/jtsa.12469
- By:
- Publication type:
- Article
5
Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 6, p. 914, doi. 10.1111/jtsa.12462
- By:
- Publication type:
- Article
6
Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 6, p. 887, doi. 10.1111/jtsa.12461
- By:
- Publication type:
- Article
7
Temporal Aggregation of Seasonally Near‐Integrated Processes.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 6, p. 872, doi. 10.1111/jtsa.12453
- By:
- Publication type:
- Article
8
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 6, p. 867, doi. 10.1111/jtsa.12416
- Publication type:
- Article