Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Paolo Gorgi, Siem Jan Koopman, Mengheng Li
| Year of publication: |
2019
|
|---|---|
| Authors: | Gorgi, Paolo ; Koopman, Siem Jan ; Li, Mengheng |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 4, p. 1735-1747
|
| Subject: | Generalized autoregressive score models | Gross domestic product | Inflation | Mixed frequency time series | Time-varying parameters | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Bruttoinlandsprodukt |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1312-1313 |
| Other identifiers: | 10.1016/j.ijforecast.2018.11.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012305526