Midastar : Threshold Autoregression with Data Sampled at Mixed Frequencies
Year of publication: |
2022
|
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Authors: | Motegi, Kaiji ; Dennis, Jay |
Publisher: |
[S.l.] : SSRN |
Subject: | Autokorrelation | Autocorrelation | Theorie | Theory | Stichprobenerhebung | Sampling | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
Extent: | 1 Online-Ressource (35 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 27, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4286939 [DOI] |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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