Forecasting mixed-frequency time series with ECM-MIDAS models
Thomas B. Götz, Alain Hecq and Jean-Pierre Urbain
| Year of publication: |
2014
|
|---|---|
| Authors: | Götz, Thomas B. ; Hecq, Alain W. J. ; Urbain, Jean-Pierre |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 33.2014, 3, p. 198-213
|
| Subject: | ECM | MIDAS | forecasting | Prognoseverfahren | Forecasting model | Kointegration | Cointegration | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010424835