A self-normalizing approach to the specification test of mixed-frequency models (Q4563504)
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scientific article; zbMATH DE number 6879804
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| English | A self-normalizing approach to the specification test of mixed-frequency models |
scientific article; zbMATH DE number 6879804 |
Statements
A self-normalizing approach to the specification test of mixed-frequency models (English)
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1 June 2018
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MIDAS models
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mixed frequency
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self-normalization
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specification tests
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0.733864426612854
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0.7162439823150635
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0.716139018535614
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0.7128454446792603
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0.6942033171653748
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