State space models and MIDAS regression
Jennie Bai, Eric Ghysels, and Jonathan H. Wright
| Year of publication: |
2013
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|---|---|
| Authors: | Bai, Jennie ; Ghysels, Eric ; Wright, Jonathan H. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 32.2013, 7, p. 779-813
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| Subject: | Zustandsraummodell | State space model | Theorie | Theory | Regressionsanalyse | Regression analysis |
| 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/10009758619