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Volumn 72, Issue 5, 2010, Pages 600-620

Regression models with variables of different frequencies: The case of a fixed frequency ratio

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EID: 77955967750     PISSN: 03059049     EISSN: 14680084     Source Type: Journal    
DOI: 10.1111/j.1468-0084.2010.00585.x     Document Type: Article
Times cited : (10)

References (13)
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  • 2
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    • Dimension reduction for conditional mean in regression
    • Cook R D, Li B. Dimension reduction for conditional mean in regression. The Annals of Statistics 2002, 30:455-474. Vol, pp
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    • Cook, R.D.1    Li, B.2
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    • 33644519378 scopus 로고    scopus 로고
    • Predicting volatility: getting the most out of return data sampled at different frequencies
    • Ghysels E, Pedro S C, Valkanov R. Predicting volatility: getting the most out of return data sampled at different frequencies. Journal of Econometrics 2006, 131:59-95. Vol, pp
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    • Ghysels, E.1    Pedro, S.C.2    Valkanov, R.3
  • 6
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    • MIDAS regressions: further results and new directions
    • Ghysels E, Sinko A, Valkanov R. MIDAS regressions: further results and new directions. Econometric Reviews 2007, 26:53-90. Vol, pp
    • (2007) Econometric Reviews , vol.26 , pp. 53-90
    • Ghysels, E.1    Sinko, A.2    Valkanov, R.3
  • 8
    • 33645024090 scopus 로고    scopus 로고
    • Sufficient dimension reduction in regressions across heterogenous subpopulations
    • Ni L, Cook R D. Sufficient dimension reduction in regressions across heterogenous subpopulations. Journal of Royal Statistical Society (Series B) 2006, 68:89-107. Vol, pp
    • (2006) Journal of Royal Statistical Society (Series B) , vol.68 , pp. 89-107
    • Ni, L.1    Cook, R.D.2
  • 9
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    • Potential GNP: its measurement and significance
    • American Statistical Association, Washington DC
    • Okun A. Potential GNP: its measurement and significance. Proceedings of the Business and Economic Statistics Section 1962, 98-103. in, American Statistical Association, Washington DC, pp
    • (1962) Proceedings of the Business and Economic Statistics Section , pp. 98-103
    • Okun, A.1
  • 10
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    • Okun's law: theoretical foundations and revised estimates
    • Prachowny M F J. Okun's law: theoretical foundations and revised estimates. Review of Economics and Statistics 1993, 75:331-336. Vol, pp
    • (1993) Review of Economics and Statistics , vol.75 , pp. 331-336
    • Prachowny, M.F.J.1


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