Search Results - subject:"Canonical cointegrating regression"

Impact of unemployment by sex and marriage rate on fertility decline : estimates for Turkey and Greece using CCR model

Miladinov, Goran - In: Population and economics : PE 5 (2021) 3, pp. 76-89

Persistent link: https://www.econbiz.de/10012664428

Estimating the nature of relationship of entrepreneurship and business confidence on youth unemployment in the Philippines

Camba, Aileen L. - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 8, pp. 533-542

Persistent link: https://www.econbiz.de/10012670728

Causality between public debt and real growth in the OECD : a country-by-country analysis

Donayre, Luiggi; Taivan, Ariuna - In: Economic papers : a journal of applied economics and policy 36 (2017) 2, pp. 156-170

Persistent link: https://www.econbiz.de/10011950197

Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series

Miller, J. Isaac - Economics Department, University of Missouri - 2011

full-information high-frequency data-generating process. I modify a conventional estimator, canonical cointegrating … regression (CCR), to accommodate cases in which the aggregation weights are either unknown or known. In the unknown case, the …

Persistent link: https://www.econbiz.de/10009019136

Conditionally efficient estimation of long-run relationships using mixed-frequency time series

Miller, J. Isaac - In: Econometric reviews 35 (2016) 5/7, pp. 1142-1171

Persistent link: https://www.econbiz.de/10011591156

Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error

Miller, J. Isaac - Economics Department, University of Missouri - 2007

. Existing prototypical variancebased estimation techniques, such as canonical cointegrating regression (CCR), are both …

Persistent link: https://www.econbiz.de/10004992675

Expectations and Equilibrium in High-Grade Australian Bond Markets

In, Francis; Batten, Jonathan A. - In: Review of Pacific Basin Financial Markets and Policies … 08 (2005) 04, pp. 573-592

Cointegrating Regression (CCR) technique developed by Econometrica 60 (1992) 119. Our findings provide evidence only for equilibrium … maturities of high-grade Australian dollar denominated Eurobonds and Australian Government bonds (AGBs) using the Canonical …

Persistent link: https://www.econbiz.de/10005047237