Forecasting mixed-frequency time series with ECM-MIDAS models (Q4687501)
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scientific article; zbMATH DE number 6952415
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| English | Forecasting mixed-frequency time series with ECM-MIDAS models |
scientific article; zbMATH DE number 6952415 |
Statements
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models (English)
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12 October 2018
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error correction model
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cointegrated non-stationary time series
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over-parametrization
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US inflation rate
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0.8098111152648926
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0.8022961020469666
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0.7992714047431946
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0.7940134406089783
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0.7798265814781189
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