Pages that link to "Item:Q5080577"
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The following pages link to State Space Models and MIDAS Regressions (Q5080577):
Displaying 8 items.
- Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
- Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit (Q2224996) (← links)
- Nowcasting using mixed frequency methods: an application to the Scottish economy (Q2297943) (← links)
- Monitoring banking system connectedness with big data (Q2323377) (← links)
- TF-MIDAS: a transfer function based mixed-frequency model (Q3389613) (← links)
- Reverse restricted MIDAS model with application to US interest rate forecasts (Q5083996) (← links)
- The Bayesian nested Lasso for mixed frequency regression models (Q6179127) (← links)
