Mixed data sampling (MIDAS) regression models (Q3295740)

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Mixed data sampling (MIDAS) regression models
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    Mixed data sampling (MIDAS) regression models (English)
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    10 July 2020
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    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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