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Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials - MaRDI portal

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

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Publication:6656210

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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)

zbMATH Keywords

nowcasting time aggregation mixed data sampling distributed lag polynomals

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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