Econometric modeling at mixed frequencies

DOI10.1007/S10958-006-0059-0MaRDI QIDQ2567701zbMATH OpenOpenAlexFDO

Authors Lawrence R. Klein

Publication date 11 October 2005

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/230996

zbMATH Keywords

high frequency systemminimized loss functionshort-run projections

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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Cited in

(6)

• Consistent high-frequency calibration
• Mixture models in econometric duration analysis
• A quarterly econometric model of the Ukrainian economy
• Econometric modelling of the Russian economy
• The econometric analysis of mixed frequency data sampling
• Econometric modeling of the balanced potential growth rate of the main Russian macroeconomics variables

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