Mixed data sampling (MIDAS) regression models (Q3295740)

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Mixed data sampling (MIDAS) regression models
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    Statements

    title
    Mixed data sampling (MIDAS) regression models (English)
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    author
    Eric Ghysels
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    Virmantas Kvedaras
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    publication date
    10 July 2020
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    zbMATH Keywords
    MIDAS regressions
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    mixed frequency data
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    semiparametric regression
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    smooth transition models
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    index models
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    time series data
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    stationary processes
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    describes a project that uses
    midasr
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    R
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62P05
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    62P20
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    62J05
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    62G08
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    60G10
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    62-08
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    zbMATH DE Number
    7219483
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