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Temporal Aggregation in the Multiple Regression Model.. (1978). Geweke, John.
In: Econometrica.
RePEc:ecm:emetrp:v:46:y:1978:i:3:p:643-61.

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  1. Revisiting economic growth and CO2 emissions nexus in Taiwan using a mixed-frequency VAR model. (2023). Wu, Cheng-Feng ; Wang, Mei-Chih ; Chen, Sheng-Tung ; Hsu, Chen-Min ; Chang, Tsangyao.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:79:y:2023:i:c:p:319-342.

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  2. Social media sentiment and the stock market. (2022). Sardar, Naafey ; Harun, Syed M ; Fekrazad, Amir.
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    RePEc:spr:jecfin:v:46:y:2022:i:2:d:10.1007_s12197-022-09575-x.

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  3. Exploring asymmetries in the effects of El Niño-Southern Oscillation on U.S. food and agricultural stock prices. (2021). Sardar, Naafey ; Atems, Bebonchu.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:81:y:2021:i:c:p:1-14.

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  4. How are Day-Ahead Prices Informative for Predicting the Next Day’s Consumption of Natural Gas ?. (2020). Sevi, Benoit ; Massol, Olivier ; Thomas, Arthur.
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  5. Analysis of brand influence in the rockets and feathers effect using disaggregated data. (2020). Palencia-González, Francisco ; Juberias-Caceres, Gema ; Navio-Marco, Julio ; Palencia-Gonzalez, Francisco J.
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  6. Estimating retail gasoline price dynamics: The effects of sample characteristics and research design. (2020). POLEMIS, MICHAEL ; Deltas, George.
    In: Energy Economics.
    RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303169.

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  7. High-dimensional mixed-frequency IV regression. (2020). Babii, Andrii.
    In: Papers.
    RePEc:arx:papers:2003.13478.

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  8. The Rescaled VAR Model with an Application to Mixed-Frequency Macroeconomic Forecasting. (2018). Giusto, Andrea ; Andrea, Giusto ; Talan, Can.
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    RePEc:bpj:sndecm:v:22:y:2018:i:4:p:16:n:4.

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  9. Beauty and Ugliness of Aggregation over Time: A Survey. (2017). Nlandu, Mamingi.
    In: Review of Economics.
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  10. Do petrol prices increase faster than they fall in market disequilibria?. (2017). Suardi, Sandy ; Chua, Chew ; de Silva, Chamaka .
    In: Energy Economics.
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  11. Rockets and feathers meet markup margins: Applications to the oil and gasoline industry. (2016). Mann, Janelle.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
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  12. Exploring the life of price responses in fuel markets. Mean group data or mean group estimator?. (2016). Balaguer, Jacint ; Ripolles, Jordi.
    In: Working Papers.
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  13. The relationship between U.S. retail gasoline and crude oil prices during the Great Recession: “Rockets and feathers” or “balloons and rocks” behavior?. (2016). Kesselring, Randall G ; Bremmer, Dale S.
    In: Energy Economics.
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  14. Asymmetric fuel price responses under heterogeneity. (2016). Ripollés, Jordi ; Balaguer, Jacint ; Ripolles, Jordi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:281-290.

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  15. Estimating dynamic equilibrium models using mixed frequency macro and financial data. (2016). van der Wel, Michel ; Posch, Olaf ; Christensen, Bent Jesper.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:194:y:2016:i:1:p:116-137.

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  16. Revisiting asymmetric price transmission in the U.S. oil-gasoline markets: A multiple threshold error-correction analysis. (2016). Qin, Xiao ; Wu, Chongfeng ; Zhou, Chunyang .
    In: Economic Modelling.
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  17. More New Evidence on Asymmetric Gasoline Price Responses. (2015). Faber, Riemer P.
    In: The Energy Journal.
    RePEc:aen:journl:ej36-3-faber.

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  18. Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data. (2014). van der Wel, Michel ; Posch, Olaf ; Christensen, Bent Jesper.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5030.

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  19. Gasoline Pricing, Taxation and Asymmetry: The Case of Turkey. (2013). Bor, Ozgur ; smihan, Mustafa .
    In: Working Papers.
    RePEc:tek:wpaper:2013/7.

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  20. Asymmetric fuel price responses under heterogeneity. (2013). Ripollés, Jordi ; Balaguer, Jacint.
    In: MPRA Paper.
    RePEc:pra:mprapa:52481.

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  21. Rockets and feathers in power futures markets? Evidence from the second phase of the EU ETS. (2013). Norman, Catherine ; lo Prete, Chiara .
    In: Energy Economics.
    RePEc:eee:eneeco:v:36:y:2013:i:c:p:312-321.

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  22. Essays on statistical inference with imperfectly observed data. (2012). Qian, Hang.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:201201010800003618.

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  23. Testing for price response asymmetries in the Spanish fuel market. New evidence from daily data. (2012). Ripollés, Jordi ; Balaguer, Jacint ; Ripolles, Jordi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:6:p:2066-2071.

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  24. Linear regression using both temporally aggregated and temporally disaggregated data: Revisited. (2010). Qian, Hang.
    In: MPRA Paper.
    RePEc:pra:mprapa:32686.

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  25. Regression models with mixed sampling frequencies. (2010). Kourtellos, Andros ; Andreou, Elena ; Ghysels, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:158:y:2010:i:2:p:246-261.

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  26. Nonparametric transformation to white noise. (2008). Mammen, Enno ; LINTON, OLIVER.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:241-264.

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  27. TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY. (2008). Silvestrini, Andrea.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:22:y:2008:i:3:p:458-497.

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    RePEc:bla:jbfnac:v:33:y:2006:i:9-10:p:1586-1609.

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    In: Microeconomics.
    RePEc:wpa:wuwpmi:0211015.

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