A new approach for estimating VAR systems in the mixed-frequency case (Q779695)
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scientific article; zbMATH DE number 7220140
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach for estimating VAR systems in the mixed-frequency case |
scientific article; zbMATH DE number 7220140 |
Statements
A new approach for estimating VAR systems in the mixed-frequency case (English)
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14 July 2020
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high-frequency vector autoregression (VAR)
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mixed-frequency data
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estimation procedure
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0.8712256
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0.8595135
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0.8578924
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0.85518086
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0.8545985
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0.85171825
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