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  • Search: subject:"Mixed Data Sampling (MIDAS)"
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Year of publication
Subject
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Forecasting model 25 Prognoseverfahren 25 Sampling 15 Stichprobenerhebung 15 Economic forecast 10 Mixed Data Sampling (MIDAS) 10 Theorie 10 Theory 10 Wirtschaftsprognose 10 National income 9 Nationaleinkommen 9 Regression analysis 9 Regressionsanalyse 9 Estimation theory 8 Mixed data sampling (MIDAS) 8 Schätztheorie 8 Time series analysis 8 VAR model 8 VAR-Modell 8 Zeitreihenanalyse 8 mixed data sampling (MIDAS) 8 Bruttoinlandsprodukt 6 Gross domestic product 6 Estimation 5 Frühindikator 5 Leading indicator 5 Schätzung 5 GDP nowcasting 4 Aktienmarkt 3 Bayes-Statistik 3 Bayesian inference 3 Causality analysis 3 Forecast 3 Japan 3 Kausalanalyse 3 Prognose 3 Statistical test 3 Statistischer Test 3 Stock market 3 Threshold effect 3
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Online availability
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Undetermined 19 Free 14
Type of publication
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Article 24 Book / Working Paper 13
Type of publication (narrower categories)
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Article in journal 23 Aufsatz in Zeitschrift 23 Working Paper 10 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Aufsatz im Buch 1 Book section 1
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Language
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English 33 Undetermined 3 German 1
Author
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Ghysels, Eric 4 Motegi, Kaiji 4 Yang, Lixiong 4 Foroni, Claudia 3 Hill, Jonathan B. 3 Schumacher, Christian 3 Chikamatsu, Kyosuke 2 Deschamps, Bruno 2 Hirakata, Naohisa 2 Ioannidis, Christos 2 Ka, Kook 2 Kido, Yosuke 2 Marcellino, Massimiliano 2 Mikosch, Heiner 2 Miller, J. Isaac 2 Neuwirth, Stefan 2 Otaka, Kazuki 2 Trung Hai Le 2 Audrino, Francesco 1 Bai, Jiancheng 1 Bai, Jianming 1 Bhadury, Soumya 1 Cui, Can 1 Cuñado Eizaguirre, Juncal 1 Deng, Jingyi 1 Enilov, Martin 1 Fosten, Jack 1 Ghosh, Saurabh 1 González Sánchez, Mariano 1 Gupta, Rangan 1 Götz, Thomas B. 1 Han, Yang 1 Hecq, Alain W. J. 1 Karlsson, Hyunjoo Kim 1 Kaustubh 1 Kostrov, Alexander 1 Lai, Huiwen 1 Luo, Jiawen 1 Ma, Chaoqun 1 Månsson, Kristofer 1
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Institution
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C.E.P.R. Discussion Papers 1 Deutsche Bundesbank 1 Economics Department, University of Missouri 1
Published in...
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Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 International journal of forecasting 2 Journal of econometrics 2 Working paper / Norges Bank 2 Applied economics letters 1 BOFIT discussion papers 1 BOK working paper 1 Bank of Japan working paper series 1 Bulletin of monetary economics and banking 1 Bundesbank Discussion Paper 1 CEPR Discussion Papers 1 Department of Economics working paper series 1 Discussion Papers / Deutsche Bundesbank 1 Discussion paper 1 Econometric reviews 1 Frontiers of business research in China : selected publications from Chinese universities 1 Ifo-Schnelldienst 1 International review of economics & finance : IREF 1 Japan and the world economy : international journal of theory and policy 1 Journal of applied econometrics 1 Journal of empirical finance 1 Journal of financial and quantitative analysis : JFQA 1 Journal of financial econometrics : official journal of the Society for Financial Econometrics 1 Journal of risk 1 KOF working papers 1 Research in international business and finance 1 Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration 1 The North American journal of economics and finance : a journal of financial economics studies 1 The econometrics journal 1 The energy journal 1 Tourism economics : the business and finance of tourism and recreation 1 VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims 1 Working Papers / Economics Department, University of Missouri 1
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Source
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ECONIS (ZBW) 33 RePEc 3 EconStor 1
Showing 11 - 20 of 37
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Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors
Yang, Lixiong - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 533-551
Persistent link: https://www.econbiz.de/10012819480
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Nowcasting Japanese GDPs
Chikamatsu, Kyosuke; Hirakata, Naohisa; Kido, Yosuke; … - 2018
Persistent link: https://www.econbiz.de/10012181316
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Forecasting stock market volatility : an asymmetric conditional autoregressive range mixed data sampling (ACARR-MIDAS) model
Wu, Xinyu; Han, Yang; Ma, Chaoqun - In: Journal of risk 23 (2021) 6, pp. 1-35
Persistent link: https://www.econbiz.de/10013473133
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Mixed-frequency approaches to nowcasting GDP : an application to Japan
Chikamatsu, Kyosuke; Hirakata, Naohisa; Kido, Yosuke; … - In: Japan and the world economy : international journal of … 57 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012888153
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International portfolio allocation : the role of conditional higher moments
Trung Hai Le - In: International review of economics & finance : IREF 74 (2021), pp. 33-57
Persistent link: https://www.econbiz.de/10012792935
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Forecasting value at risk and expected shortfall with mixed data sampling
Trung Hai Le - In: International journal of forecasting 36 (2020) 4, pp. 1362-1379
Persistent link: https://www.econbiz.de/10012546780
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On business cycle forecasting
Lai, Huiwen; Ng, Eric C. Y. - In: Frontiers of business research in China : selected … 14 (2020) 3, pp. 324-349
Persistent link: https://www.econbiz.de/10012427131
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High-frequency credit spread information and macroeconomic forecast revision
Deschamps, Bruno; Ioannidis, Christos; Ka, Kook - In: International journal of forecasting 36 (2020) 2, pp. 358-372
Persistent link: https://www.econbiz.de/10012414805
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Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - In: Journal of econometrics 218 (2020) 2, pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
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Forecasting commodity currencies : the role of fundamentals with short-lived predictive content
Foroni, Claudia; Ravazzolo, Francesco; Ribeiro, Pinho J. - 2015
Persistent link: https://www.econbiz.de/10011391725
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