Reverse restricted MIDAS model with application to US interest rate forecasts
DOI10.1080/03610918.2018.1563148zbMATH Open1489.62379OpenAlexW2913799676WikidataQ128519457 ScholiaQ128519457MaRDI QIDQ5083996FDOQ5083996
Authors: Qifa Xu, Xingxuan Zhuo, Cuixia Jiang, Fang Sun, Xue Huang 
Publication date: 21 June 2022
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2018.1563148
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Cites Work
- Regression Quantiles
- MIDAS Regressions: Further Results and New Directions
- Predicting volatility: getting the most out of return data sampled at different frequencies
- Regression models with mixed sampling frequencies
- Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models
- State Space Models and MIDAS Regressions
- Macroeconomics and the reality of mixed frequency data
- Implementing residual-based KPSS tests for cointegration with data subject to temporal aggregation and mixed sampling frequencies
- Prediction of temporally aggregated systems involving both stock and flow variables
- The Integration of Artificial Neural Networks and Text Mining to Forecast Gold Futures Prices
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