Blevins, Jason R. Identifying restrictions for finite parameter continuous time models with discrete time data. (English) Zbl 1442.62731 Econom. Theory 33, No. 3, 739-754 (2017). MSC: 62P20 PDF BibTeX XML Cite \textit{J. R. Blevins}, Econom. Theory 33, No. 3, 739--754 (2017; Zbl 1442.62731) Full Text: DOI
Solo, Victor State-space analysis of Granger-Geweke causality measures with application to fMRI. (English) Zbl 1414.92188 Neural Comput. 28, No. 5, 914-949 (2016). MSC: 92C55 62P10 PDF BibTeX XML Cite \textit{V. Solo}, Neural Comput. 28, No. 5, 914--949 (2016; Zbl 1414.92188) Full Text: DOI
Christensen, Bent Jesper; Posch, Olaf; van der Wel, Michel Estimating dynamic equilibrium models using mixed frequency macro and financial data. (English) Zbl 1431.62605 J. Econom. 194, No. 1, 116-137 (2016). MSC: 62P20 62M10 62M05 62P05 91B50 PDF BibTeX XML Cite \textit{B. J. Christensen} et al., J. Econom. 194, No. 1, 116--137 (2016; Zbl 1431.62605) Full Text: DOI
Götz, Thomas B.; Hecq, Alain; Smeekes, Stephan Testing for Granger causality in large mixed-frequency VARs. (English) Zbl 1431.62380 J. Econom. 193, No. 2, 418-432 (2016). MSC: 62M10 62F03 62F40 62P20 PDF BibTeX XML Cite \textit{T. B. Götz} et al., J. Econom. 193, No. 2, 418--432 (2016; Zbl 1431.62380) Full Text: DOI
Andreou, Elena; Ghysels, Eric; Kourtellos, Andros Regression models with mixed sampling frequencies. (English) Zbl 1431.62580 J. Econom. 158, No. 2, 246-261 (2010). MSC: 62P20 62M10 PDF BibTeX XML Cite \textit{E. Andreou} et al., J. Econom. 158, No. 2, 246--261 (2010; Zbl 1431.62580) Full Text: DOI
McCrorie, J. Roderick Estimating continuous-time models on the basis of discrete data via an exact discrete analog. (English) Zbl 1253.62095 Econom. Theory 25, No. 4, 1120-1137 (2009). MSC: 62P20 PDF BibTeX XML Cite \textit{J. R. McCrorie}, Econom. Theory 25, No. 4, 1120--1137 (2009; Zbl 1253.62095) Full Text: DOI
Linton, Oliver B.; Mammen, Enno Nonparametric transformation to white noise. (English) Zbl 1418.62337 J. Econom. 142, No. 1, 241-264 (2008). MSC: 62M10 62G07 62G08 62G20 62P20 PDF BibTeX XML Cite \textit{O. B. Linton} and \textit{E. Mammen}, J. Econom. 142, No. 1, 241--264 (2008; Zbl 1418.62337) Full Text: DOI
Dufour, Jean-Marie; Jouini, Tarek Finite-sample simulation-based inference in VAR models with application to Granger causality testing. (English) Zbl 1418.62316 J. Econom. 135, No. 1-2, 229-254 (2006). MSC: 62M10 62G09 62P20 PDF BibTeX XML Cite \textit{J.-M. Dufour} and \textit{T. Jouini}, J. Econom. 135, No. 1--2, 229--254 (2006; Zbl 1418.62316) Full Text: DOI
Aadland, David Detrending time-aggregated data. (English) Zbl 1254.91629 Econ. Lett. 89, No. 3, 287-293 (2005). MSC: 91B84 62P20 91B82 62M10 PDF BibTeX XML Cite \textit{D. Aadland}, Econ. Lett. 89, No. 3, 287--293 (2005; Zbl 1254.91629) Full Text: DOI
Phillips, Peter C. B.; Yu, Jun Comment: A selective overview of nonparametric methods in financial econometrics. (English) Zbl 1130.62366 Stat. Sci. 20, No. 4, 338-343 (2005). MSC: 62P05 62G05 91B28 PDF BibTeX XML Cite \textit{P. C. B. Phillips} and \textit{J. Yu}, Stat. Sci. 20, No. 4, 338--343 (2005; Zbl 1130.62366) Full Text: DOI Euclid
Mercenier, Jean; Michel, Philippe Temporal aggregation in a multi-sector economy with endogenous growth. (English) Zbl 0983.91035 J. Econ. Dyn. Control 25, No. 8, 1179-1191 (2001). MSC: 91B62 91B66 PDF BibTeX XML Cite \textit{J. Mercenier} and \textit{P. Michel}, J. Econ. Dyn. Control 25, No. 8, 1179--1191 (2001; Zbl 0983.91035) Full Text: DOI
Forni, Mario; Lippi, Marco Aggregation of linear dynamic microeconomic models. (English) Zbl 0932.91034 J. Math. Econ. 31, No. 1, 131-158 (1999). MSC: 91B62 91B64 PDF BibTeX XML Cite \textit{M. Forni} and \textit{M. Lippi}, J. Math. Econ. 31, No. 1, 131--158 (1999; Zbl 0932.91034) Full Text: DOI
Kirchgässner, G.; Wolters, J. Implications of temporal aggregation on the relation between two time series. (English) Zbl 0741.62084 Stat. Hefte 33, No. 1, 1-19 (1992). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{G. Kirchgässner} and \textit{J. Wolters}, Stat. Hefte 33, No. 1, 1--19 (1992; Zbl 0741.62084) Full Text: DOI
Kasa, Kenneth Extensions of the Hansen-Sargent prediction formulas to sampled and aggregated data. (English) Zbl 0719.62514 Econ. Lett. 35, No. 3, 291-295 (1991). MSC: 62P20 PDF BibTeX XML Cite \textit{K. Kasa}, Econ. Lett. 35, No. 3, 291--295 (1991; Zbl 0719.62514) Full Text: DOI
Koenker, Roger Optimal peak load pricing with time-additive consumer preferences. (English) Zbl 0396.90012 J. Econom. 9, 175-192 (1979). MSC: 91B24 91B62 91B10 PDF BibTeX XML Cite \textit{R. Koenker}, J. Econom. 9, 175--192 (1979; Zbl 0396.90012) Full Text: DOI
Robinson, Peter M. The construction and estimation of continuous time models and discrete approximations in econometrics. (English) Zbl 0373.62068 J. Econom. 6, 173-197 (1977). MSC: 62P20 62M10 62M15 62F10 PDF BibTeX XML Cite \textit{P. M. Robinson}, J. Econom. 6, 173--197 (1977; Zbl 0373.62068) Full Text: DOI
Robinson, P. M. Finite-parameter approximations to frequency response function. (English) Zbl 0365.62087 Commun. Stat., Theory Methods A6, 661-677 (1977). MSC: 62M10 62F10 60G10 62J05 62M15 PDF BibTeX XML Cite \textit{P. M. Robinson}, Commun. Stat., Theory Methods A6, 661--677 (1977; Zbl 0365.62087) Full Text: DOI
Phillips, P. C. B. The problem of identification in finite parameter continuous time models. (English) Zbl 0282.93053 J. Econom. 1, 351-362 (1973). MSC: 93E10 60H10 PDF BibTeX XML Cite \textit{P. C. B. Phillips}, J. Econom. 1, 351--362 (1973; Zbl 0282.93053) Full Text: DOI
Brewer, K. R. W. Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models. (English) Zbl 0268.90016 J. Econom. 1, 133-154 (1973). MSC: 91B84 91B60 90B05 PDF BibTeX XML Cite \textit{K. R. W. Brewer}, J. Econom. 1, 133--154 (1973; Zbl 0268.90016) Full Text: DOI