Variable selection in predictive MIDAS models
Clément Marsilli
| Year of publication: |
2014
|
|---|---|
| Authors: | Marsilli, Clément |
| Publisher: |
Paris : Banque de France |
| Subject: | Forecasting | Mixed frequency data | MIDAS | Variable selection | GDP | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Nationaleinkommen | National income | Zeitreihenanalyse | Time series analysis | Frühindikator | Leading indicator |
| Extent: | Online-Ressource (36 S.) graph. Darst. |
|---|---|
| Series: | Documents de travail / Banque de France. - Paris, ZDB-ID 2585859-2. - Vol. 520 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache Systemvoraussetzungen: Acrobat Reader Parallelsacht.: Sélection de variables et modélisation prédictive multi-fréquentielle |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010439782