Mixed-frequency vector autoregressive models
Claudia Foroni, Eric Ghysels and Massimiliano Marcellino
| Year of publication: |
2013
|
|---|---|
| Authors: | Foroni, Claudia ; Ghysels, Eric ; Marcellino, Massimiliano |
| Published in: |
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims. - Bingley [u.a.] : Emerald, ISBN 978-1-78190-752-8. - 2013, p. 247-271
|
| Subject: | Mixed Data Sampling (MIDAS) | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010252328