Bayesian MIDAS penalized regressions : estimation, selection, and prediction
Matteo Mogliani, Anna Simoni
| Year of publication: |
2021
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|---|---|
| Authors: | Mogliani, Matteo ; Simoni, Anna |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 222.2021, 1,3, p. 833-860
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| Subject: | Bayesian MIDAS regressions | Forecasting | Penalized regressions | Posterior contraction | Predictive distribution | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.07.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012619795