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Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets
Kim, Kihwan; Swanson, Norman - Department of Economics, Rutgers University-New Brunswick - 2013
. Preliminary evidence that mixed frequency based forecasting models yield improvements over standard fixed frequency models is …
Persistent link: https://www.econbiz.de/10010678598
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Diffusion index model specification and estimation using mixed frequency datasets
Kim, Kihwan; Swanson, Norman R. - 2013
. Preliminary evidence that mixed frequency based forecasting models yield improvements over standard fixed frequency models is …
Persistent link: https://www.econbiz.de/10009766691
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Diffusion index model specification and estimation using mixed frequency datasets
Kim, Kihwan; Swanson, Norman R. - In: Recent advances in estimating nonlinear models : with …, (pp. 15-31). 2014
Persistent link: https://www.econbiz.de/10011406756
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Mixing mixed frequency and diffusion indices in good times and in bad : an assessment based on historical data around the great recession of 2008
Kim, Kihwan; Kim, Hyun Hak; Swanson, Norman R. - In: Empirical economics : a quarterly journal of the … 64 (2023) 3, pp. 1421-1469
Persistent link: https://www.econbiz.de/10014226366