Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials
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Publication:6656210
DOI10.1111/rssa.12043MaRDI QIDQ6656210
Massimiliano Marcellino, Christian Schumacher, Claudia Foroni
Publication date: 2 January 2025
Published in: Journal of the Royal Statistical Society. Series A. Statistics in Society (Search for Journal in Brave)
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