Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models (Q4687501)
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scientific article; zbMATH DE number 6952415
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models |
scientific article; zbMATH DE number 6952415 |
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Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models (English)
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12 October 2018
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error correction model
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cointegrated non-stationary time series
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over-parametrization
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US inflation rate
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