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Diffusion
index
model specification and estimation using mixed frequency datasets
Kim, Kihwan
;
Swanson, Norman R.
-
2013
In this chapter, we discuss the use of mixed frequency models and
diffusion
index
approximation methods in the context …
Persistent link: https://www.econbiz.de/10009766691
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2
Testing for structural stability of factor augmented forecasting models
Corradi, Valentina
;
Swanson, Norman R.
-
2013
consistent estimators of "true" factors. Hence, various recent research papers in the
diffusion
index
literature focus on testing …
Persistent link: https://www.econbiz.de/10009766692
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