Showing 1 - 10 of 1,090
Persistent link: https://www.econbiz.de/10004618801
Persistent link: https://www.econbiz.de/10013468038
Persistent link: https://www.econbiz.de/10000818365
Persistent link: https://www.econbiz.de/10000339912
Persistent link: https://www.econbiz.de/10000702272
Persistent link: https://www.econbiz.de/10000051260
Persistent link: https://www.econbiz.de/10000081039
Persistent link: https://www.econbiz.de/10000025044
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 onexponential lag polynomials for the coe¢ cients, whereas...
Persistent link: https://www.econbiz.de/10005866232