Testing the functional constraints on parameters in regressions with variables of different frequency
type: Item
instance of: scholarly article
title: Testing the functional constraints on parameters in regressions with variables of different frequency
zbMATH Open document ID: 1255.62044
author: Virmantas Kvedaras
author: Vaidotas Zemlys
published in: Economics Letters
publication date: 2012-12-18T00:00:00Z
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62F30
Mathematics Subject Classification ID: 62J99
zbMATH DE Number: 6116723
zbMATH Keywords: restriction
zbMATH Keywords: MIDAS
zbMATH Keywords: specification test
MaRDI profile type: Publication
full work available at URL: j.econlet.2012.03.009
OpenAlex ID: W2044237108
cites work: Regression models with mixed sampling frequencies
cites work: Econometrics
cites work: MIDAS Regressions: Further Results and New Directions
cites work: Notes on the distribution of quadratic forms in singular normal variables
cites work: Consequences and Detection of Misspecified Nonlinear Regression Models
DOI: 10.1016/J.ECONLET.2012.03.009
description: scientific article; zbMATH DE number 6116723