Reverse restricted MIDAS model with application to US interest rate forecasts (Q5083996)
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scientific article; zbMATH DE number 7545561
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Reverse restricted MIDAS model with application to US interest rate forecasts |
scientific article; zbMATH DE number 7545561 |
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Reverse restricted MIDAS model with application to US interest rate forecasts (English)
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21 June 2022
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mixed frequency data
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MIDAS
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RU-MIDAS
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RR-MIDAS
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0.7788301110267639
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0.7566242814064026
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0.7433403730392456
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0.74055415391922
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0.7228832840919495
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