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Midas regressions : further results and new directions
Ghysels, Eric; Sinko, Arthur; Valkanov, Rossen I. - In: Econometric reviews 26 (2007) 1, pp. 53-90
Persistent link: https://www.econbiz.de/10003509012
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State space models and MIDAS regression
Bai, Jennie; Ghysels, Eric; Wright, Jonathan H. - In: Econometric reviews 32 (2013) 7, pp. 779-813
Persistent link: https://www.econbiz.de/10009758619
Cover Image
MIDAS Regressions: Further Results and New Directions
Ghysels, Eric; Sinko, Arthur; Valkanov, Rossen - In: Econometric reviews 26 (2007) 1, pp. 53-90
Persistent link: https://www.econbiz.de/10007609583
Cover Image
State Space Models and MIDAS Regressions
Bai, Jennie; Ghysels, Eric; Wright, Jonathan H. - In: Econometric reviews 32 (2013) 7, pp. 779-813
Persistent link: https://www.econbiz.de/10010088587