Simple robust tests for the specification of high-frequency predictors of a low-frequency series
Year of publication: |
2014
|
---|---|
Authors: | Miller, J. Isaac |
Publisher: |
Columbia, Mo. : Dep. of Economics, Univ. of Missouri-Columbia |
Subject: | Temporal aggregation | Mixed-frequency model | MIDAS | Variable addition test | Forecasting model comparison | Retail gasoline prices | Prognoseverfahren | Forecasting model | Aggregation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis |
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