Forecasting mixed-frequency time series with ECM-MIDAS models
Year of publication: |
2014
|
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Authors: | Götz, Thomas B. ; Hecq, Alain W. J. ; Urbain, Jean-Pierre |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 33.2014, 3, p. 198-213
|
Subject: | ECM | MIDAS | forecasting | Theorie | Theory | Prognoseverfahren | Forecasting model | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Wirtschaftsprognose | Economic forecast |
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