State Space Models and MIDAS Regressions (Q5080577)

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scientific article; zbMATH DE number 7534761
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English
State Space Models and MIDAS Regressions
scientific article; zbMATH DE number 7534761

    Statements

    title
    State Space Models and MIDAS Regressions (English)
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    author
    Jennie Bai
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    Eric Ghysels
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    Jonathan H. Wright
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    publication date
    31 May 2022
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    zbMATH Keywords
    Kalman filter
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    mixed frequency data
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62M20
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    zbMATH DE Number
    7534761
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    OpenAlex ID
    W2111735276
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