Forecasting Mixed-Frequency Time Series with ECM-MIDAS...

Journal of Forecasting 2014 / 04 Vol. 33; Iss. 3

Forecasting Mixed-Frequency Time Series with ECM-MIDAS Models

Götz, Thomas B., Hecq, Alain, Urbain, Jean-Pierre
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Volume:
33
Language:
english
Journal:
Journal of Forecasting
DOI:
10.1002/for.2286
Date:
April, 2014
File:
PDF, 272 KB
english, 2014
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