Pages that link to "Item:Q130725"

The following pages link to MIDAS Regressions: Further Results and New Directions (Q130725):

Displaying 50 items.

• rumidas (Q128847) (← links)
• A multi-country approach to forecasting output growth using PMIs (Q281037) (← links)
• Predicting volatility: getting the most out of return data sampled at different frequencies (Q292004) (← links)
• Out of sample forecasts of quadratic variation (Q299250) (← links)
• Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
• A MIDAS approach to modeling first and second moment dynamics (Q726588) (← links)
• The estimation of continuous time models with mixed frequency data (Q726594) (← links)
• Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
• A computationally efficient method for vector autoregression with mixed frequency data (Q726603) (← links)
• Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data (Q726604) (← links)
• Regression models with mixed sampling frequencies (Q736674) (← links)
• Volatility forecasting and microstructure noise (Q737282) (← links)
• The conditional autoregressive Wishart model for multivariate stock market volatility (Q738147) (← links)
• A new approach for estimating VAR systems in the mixed-frequency case (Q779695) (← links)
• Testing for deterministic seasonality in mixed-frequency VARs (Q1668620) (← links)
• Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model (Q1728672) (← links)
• Testing the functional constraints on parameters in regressions with variables of different frequency (Q1925719) (← links)
• Forecasting data revisions of GDP: a mixed frequency approach (Q2006854) (← links)
• Nowcasting causality in mixed frequency vector autoregressive models (Q2016010) (← links)
• A flexible mixed-frequency vector autoregression with a steady-state prior (Q2019871) (← links)
• Bayesian MIDAS penalized regressions: estimation, selection, and prediction (Q2024454) (← links)
• High frequency-based quantile forecast and combination: an application to oil market (Q2086173) (← links)
• Economic policy uncertainty and volatility of treasury futures (Q2165388) (← links)
• Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
• Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit (Q2224996) (← links)
• Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality (Q2227063) (← links)
• Inflation and demography through time (Q2246614) (← links)
• Nowcasting using mixed frequency methods: an application to the Scottish economy (Q2297943) (← links)
• Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
• On non-negative equity guarantee calculations with macroeconomic variables related to house prices (Q2670127) (← links)
• MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION (Q2826003) (← links)
• Stochastic volatility models including open, close, high and low prices (Q2893203) (← links)
• Are disaggregate data useful for factor analysis in forecasting French GDP? (Q3065498) (← links)
• TF-MIDAS: a transfer function based mixed-frequency model (Q3389613) (← links)
• Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets (Q4561854) (← links)
• A self-normalizing approach to the specification test of mixed-frequency models (Q4563504) (← links)
• Using information quality for volatility model combinations (Q4683043) (← links)
• (Q5011557) (← links)
• Jumps and oil futures volatility forecasting: a new insight (Q5014220) (← links)
• (Q5041335) (← links)
• Reverse restricted MIDAS model with application to US interest rate forecasts (Q5083996) (← links)
• Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (Q5212061) (← links)
• Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach (Q5272546) (← links)
• An approach for identifying and predicting economic recessions in real‐time using time–frequency functional models (Q5414517) (← links)
• Revisiting the transitional dynamics of business cycle phases with mixed-frequency data (Q5860939) (← links)
• Panel data nowcasting (Q5867566) (← links)
• A machine learning approach to construct quarterly data on intangible investment for Eurozone (Q6047408) (← links)
• A Bayesian Framework for Sparse Estimation in High-Dimensional Mixed Frequency Vector Autoregressive Models (Q6069889) (← links)
• Machine learning panel data regressions with heavy-tailed dependent data: theory and application (Q6090578) (← links)
• On model selection criteria for climate change impact studies (Q6150501) (← links)