Mixed-frequency cointegrating regressions with parsimonious distributed lag structures
J. Isaac Miller
| Year of publication: |
2014
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|---|---|
| Authors: | Miller, J. Isaac |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 12.2014, 3, p. 584-614
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| Subject: | cointegration | mixed-frequency time series | mixed data sampling (MIDAS) | autoregressive distributed lag (ADL) | GDP forecasts | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Lag-Modell | Lag model | Nationaleinkommen | National income | Bruttoinlandsprodukt | Gross domestic product |
| 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://ebvufind01.dmz1.zbw.eu/10010391945