Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors
Lixiong Yang
| Year of publication: |
2022
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|---|---|
| Authors: | Yang, Lixiong |
| Subject: | Threshold effect | Mixed data sampling (MIDAS) | Estimation | Testing | GDP data | Regressionsanalyse | Regression analysis | Stichprobenerhebung | Sampling | Prognoseverfahren | Forecasting model | Nationaleinkommen | National income | Schätzung | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error | Bruttoinlandsprodukt | Gross domestic product | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-021-02028-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012819480