| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A computationally efficient method for vector autoregression with mixed frequency data
|
Qian, Hang
|
|
2016
|
193 |
2 |
p. 433-437
5 p.
|
artikel
|
| 2 |
A MIDAS approach to modeling first and second moment dynamics
|
Pettenuzzo, Davide
|
|
2016
|
193 |
2 |
p. 315-334
20 p.
|
artikel
|
| 3 |
Editorial Board
|
|
|
2016
|
193 |
2 |
p. IFC-
1 p.
|
artikel
|
| 4 |
Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data
|
Zadrozny, Peter A.
|
|
2016
|
193 |
2 |
p. 438-446
9 p.
|
artikel
|
| 5 |
High-dimensional copula-based distributions with mixed frequency data
|
Oh, Dong Hwan
|
|
2016
|
193 |
2 |
p. 349-366
18 p.
|
artikel
|
| 6 |
Macroeconomics and the reality of mixed frequency data
|
Ghysels, Eric
|
|
2016
|
193 |
2 |
p. 294-314
21 p.
|
artikel
|
| 7 |
Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs
|
Marcellino, Massimiliano
|
|
2016
|
193 |
2 |
p. 335-348
14 p.
|
artikel
|
| 8 |
On the use of high frequency measures of volatility in MIDAS regressions
|
Andreou, Elena
|
|
2016
|
193 |
2 |
p. 367-389
23 p.
|
artikel
|
| 9 |
Testing for Granger causality in large mixed-frequency VARs
|
Götz, Thomas B.
|
|
2016
|
193 |
2 |
p. 418-432
15 p.
|
artikel
|
| 10 |
The econometric analysis of mixed frequency data sampling
|
Ghysels, Eric
|
|
2016
|
193 |
2 |
p. 291-293
3 p.
|
artikel
|
| 11 |
The estimation of continuous time models with mixed frequency data
|
Chambers, Marcus J.
|
|
2016
|
193 |
2 |
p. 390-404
15 p.
|
artikel
|
| 12 |
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
|
Blasques, F.
|
|
2016
|
193 |
2 |
p. 405-417
13 p.
|
artikel
|
Tijdschrift beschrijving