You are looking at  1-4 of 4 articles  for:

  • Econometrics, Experimental and Quantitative Methods x
Clear All

View:

The Cointegrated VAR Methodology  

Katarina Juselius

This is an advance summary of a forthcoming article in the Oxford Research Encyclopedia of Economics and Finance. Please check back later for the full article. ... More

Financial Frictions in Macroeconomic Models  

Alfred Duncan and Charles Nolan

This is an advance summary of a forthcoming article in the Oxford Research Encyclopedia of Economics and Finance. Please check back later for the full article. ... More

Long Memory Models  

Peter Robinson

This is an advance summary of a forthcoming article in the Oxford Research Encyclopedia of Economics and Finance. Please check back later for the full article. ... More

Mixed Frequency Models  

Eric Ghysels

Online publication date:
Mar 2018
The majority of econometric models ignore the fact that many economic time series are sampled at different frequencies. A burgeoning literature pertains to econometric methods explicitly ... More

View: