Econometric modeling at mixed frequencies
From MaRDI portal
Publication:2567701
DOI10.1007/s10958-006-0059-0zbMath1119.91067OpenAlexW3023118273MaRDI QIDQ2567701
Publication date: 11 October 2005
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/230996
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)