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Ansätzen empirisch zu untersuchen, wird darüber hinaus das Bruttoinlandsprodukt von fünf europäischen Ländern mit drei …
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This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF-VAR) approaches to model speci.cation in the presence of mixed-frequency data, e.g., monthly and quarterly series. MIDAS leads to parsimonious models based on exponential lag polynomials for the coeØ cients, whereas...
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