Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials (Q6656210)

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scientific article; zbMATH DE number 7961242
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Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials
scientific article; zbMATH DE number 7961242

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    Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials (English)
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    2 January 2025
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    distributed lag polynomals
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    mixed data sampling
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    nowcasting
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    time aggregation
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