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Search: subject:"Mixed Data Sampling (MIDAS)"
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Forecasting model
25
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25
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15
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10
Mixed Data Sampling (MIDAS)
10
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mixed data sampling (MIDAS)
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6
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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
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1
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1
Cuñado Eizaguirre, Juncal
1
Deng, Jingyi
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Kaustubh
1
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1
Lai, Huiwen
1
Luo, Jiawen
1
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1
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2
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1
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1
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1
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1
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1
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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
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ECONIS (ZBW)
33
RePEc
3
EconStor
1
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11
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
Saved in:
12
Nowcasting Japanese GDPs
Chikamatsu, Kyosuke
;
Hirakata, Naohisa
;
Kido, Yosuke
; …
-
2018
Persistent link: https://www.econbiz.de/10012181316
Saved in:
13
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
Saved in:
14
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
Saved in:
15
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
Saved in:
16
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
Saved in:
17
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
Saved in:
18
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
Saved in:
19
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
Saved in:
20
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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