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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A self-normalizing approach to the specification test of mixed-frequency models
scientific article; zbMATH DE number 6879804

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    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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