Mixed data sampling (MIDAS) regression models (Q3295740)
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scientific article; zbMATH DE number 7219483
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Mixed data sampling (MIDAS) regression models |
scientific article; zbMATH DE number 7219483 |
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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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0.89922225
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0.87259036
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0.8613102
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0.85378015
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0.8525034
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0.84910464
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0.84851146
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