Reference health
Testing for Granger Causality with Mixed Frequency Data
2 of 48 checkable references need attention · checked 2026-08-27
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
6 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.1057/9780230226203.1215
does not resolve to a known work10.2307/1392244
The 46 checked references that resolve
resolves10.1080/01621459.1972.10481264
The Effect of Aggregation on Prediction in the Autoregressive Model
resolves10.1017/s0266466615000043
MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION
resolves10.2307/2938229
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
resolves10.1016/j.ijforecast.2010.01.011
A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP
resolves10.1111/1467-9892.00284
Temporal aggregation and spurious instantaneous causality in multiple time series models
resolves10.1111/rssa.12043
Unrestricted Mixed Data Sampling (MIDAS): MIDAS Regressions with Unrestricted Lag Polynomials
resolves10.1111/jtsa.12129
Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series
resolves10.1016/j.jmoneco.2008.05.010
Nowcasting: The real-time informational content of macroeconomic data
resolves10.1016/j.jeconom.2003.10.030
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
resolves10.1108/s0731-9053(2013)0000031010
Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data
resolves10.1002/jae.925
Efficient tests of long‐run causation in trivariate VAR processes with a rolling window study of the money–income relationship
resolves10.1016/j.ijforecast.2010.02.006
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area
resolves10.1016/0047-259x(85)90027-2
Prediction of multivariate time series by autoregressive model fitting
resolves10.1017/s0266466600006447
Testing for Causation Using Infinite Order Vector Autoregressive Processes
resolves10.1093/jjfinec/nbt010
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1108/01443581011012261
Survey of the international evidence on the causal relationship between energy consumption and growth
resolves10.1016/j.eneco.2013.04.010
Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock
resolves10.1111/j.1467-6419.2007.00538.x
TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY
resolves10.1111/j.1467-9892.2006.00484.x
Tests for Long‐Run Granger Non‐Causality in Cointegrated Systems
resolves10.1017/s0266466600011890
Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies
resolves10.2307/1928734
A Study of Some Aspects of Temporal Aggregation Problems in Econometric Analyses
The 6 references without a DOI — listed, not checked
no DOI — not checkedref5
no DOI — not checkedref7
no DOI — not checkedref10
no DOI — not checkedThe MIDAS Touch: Mixed Data Sampling Regression Models
no DOI — not checkedref30
no DOI — not checkedA Note on the Central Limit Theorem for Dependent Random Variables
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