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CRANmidasmlMaRDI QIDQ110049

Estimation and Prediction Methods for High-Dimensional Mixed Frequency Time Series Data

Jonas Striaukas, Andrii Babii, Eric Ghysels

Last update: 29 April 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1.10

Cites work

• Machine Learning Time Series Regressions With an Application to Nowcasting

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