Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach (Q5272546): Difference between revisions

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+A new look at the statistical model identification
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+Regression models with mixed sampling frequencies
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+Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach
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+Predicting volatility: getting the most out of return data sampled at different frequencies
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+MIDAS Regressions: Further Results and New Directions
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+Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
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+Time-varying linear regression via flexible least squares
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+A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
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+Real‐Time Forecasts of Inflation: The Role of Financial Variables
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