State Space Models and MIDAS Regressions
| Year of publication: |
2013
|
|---|---|
| Authors: | Bai, Jennie ; Ghysels, Eric ; Wright, Jonathan H. |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 32.2013, 7 (1.3.), p. 779-813
|