Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates (Q6581334)
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scientific article; zbMATH DE number 7889360
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates |
scientific article; zbMATH DE number 7889360 |
Statements
Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates (English)
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30 July 2024
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forecast
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MIDAS
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shrinkage estimator
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smooth least squares estimator
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oil returns
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inflation
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