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

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

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