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  • Search: subject:"Mixed data sampling"
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Year of publication
Subject
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Forecasting model 48 Prognoseverfahren 48 Mixed data sampling 35 Theorie 32 Theory 31 Sampling 30 Stichprobenerhebung 30 Schätzung 23 Volatility 23 Estimation 22 Volatilität 22 Regression analysis 18 Regressionsanalyse 18 ARCH model 17 ARCH-Modell 17 Time series analysis 17 Zeitreihenanalyse 17 Estimation theory 16 Schätztheorie 16 Aktienmarkt 13 Mixed Data Sampling 13 Stock market 13 mixed data sampling 12 USA 11 VAR model 11 VAR-Modell 11 Börsenkurs 10 Economic forecast 10 Mixed Data Sampling (MIDAS) 10 National income 10 Nationaleinkommen 10 United States 10 Wirtschaftsprognose 10 Share price 9 Capital income 8 Frühindikator 8 Kapitaleinkommen 8 Mixed-data sampling 8 Nowcasting 8 China 7
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Online availability
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Undetermined 61 Free 57 CC license 4
Type of publication
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Article 76 Book / Working Paper 49
Type of publication (narrower categories)
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Article in journal 68 Aufsatz in Zeitschrift 68 Working Paper 30 Graue Literatur 23 Non-commercial literature 23 Arbeitspapier 21 Article 2 Aufsatz im Buch 1 Book section 1 Konferenzschrift 1
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Language
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English 108 Undetermined 13 German 3 Spanish 1
Author
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Foroni, Claudia 9 Ghysels, Eric 9 Schumacher, Christian 8 Walther, Thomas 8 Klein, Tony 7 Ravazzolo, Francesco 6 Marcellino, Massimiliano 5 Miller, J. Isaac 5 Motegi, Kaiji 5 Hill, Jonathan B. 4 Jiang, Cuixia 4 Valadkhani, Abbas 4 Xu, Qifa 4 Aastveit, Knut Are 3 Audrino, Francesco 3 Bouri, Elie 3 Golosnoy, Vasyl 3 Gribisch, Bastian 3 Javed, Farrukh 3 Liesenfeld, Roman 3 Nguyen, Duc Khuong 3 Wu, Xinyu 3 Yang, Lixiong 3 Andreani, Mila 2 Asgharian, Hossein 2 Asimakopoulos, Panagiotis 2 Asimakopoulos, Stylianos 2 Candila, Vincenzo 2 Casarin, Roberto 2 Charfeddine, Lanouar 2 Chen, Qiang 2 Chikamatsu, Kyosuke 2 Deschamps, Bruno 2 Dudda, Tom L. 2 Fendoglu, Salih 2 Ferrara, Laurent 2 Fezzi, Carlo 2 Fladung, Michael 2 Fortin, Ines 2 Galdi, Giulio 2
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Institution
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Deutsche Bundesbank 3 Economics Department, University of Missouri 3 C.E.P.R. Discussion Papers 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre for Applied Macro- and Petroleum economics (CAMP), BI Handelshøyskolen 1 East Asian Bureau of Economic Research (EABER) 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Knut Wicksells centrum för finansvetenskap, Ekonomihögskolan 1 Norges Bank 1 School of Economics and Political Science, Universität St. Gallen 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
All
International review of economics & finance : IREF 5 International journal of forecasting 4 Journal of forecasting 4 Energy economics 3 Journal of econometrics 3 QMS Research Paper 3 The energy journal 3 Working Papers / Economics Department, University of Missouri 3 Applied economics 2 Applied economics letters 2 BOFIT discussion papers 2 CEPR Discussion Papers 2 DIW Wochenbericht 2 Discussion Paper Series 1 2 Discussion Paper Series 1: Economic Studies 2 Discussion paper / Centre for Economic Policy Research 2 Economic modelling 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 Finance research letters 2 International review of financial analysis 2 Journal of financial and quantitative analysis : JFQA 2 Journal of risk 2 The North American journal of economics and finance : a journal of financial economics studies 2 Working paper / Norges Bank 2 Working papers on finance 2 BOK working paper 1 Bank of Japan working paper series 1 Bundesbank Discussion Paper 1 CAMA working paper series 1 CIRANO Working Papers 1 CORE discussion papers : DP 1 Computational Statistics & Data Analysis 1 Czech Economic Review 1 DEM working papers 1 Department of Economics working paper series 1 Digital finance : smart data analytics, investment innovation, and financial technology 1 Discussion Papers / Deutsche Bundesbank 1 Discussion paper 1 Econometric reviews 1 Economics Letters 1
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Source
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ECONIS (ZBW) 93 RePEc 21 EconStor 11
Showing 91 - 100 of 125
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Time-disaggregated dividend-price ratio and dividend growth predictability in large equity markets
Asimakopoulos, Panagiotis; Asimakopoulos, Stylianos; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2305-2326
Persistent link: https://www.econbiz.de/10011929006
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Nowcasting US inflation using a MIDAS augmented Phillips curve
Marsilli, Clément - In: International journal of computational economics and … 7 (2017) 1/2, pp. 64-77
Persistent link: https://www.econbiz.de/10011713549
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Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan; Ghysels, Eric - 2017
Persistent link: https://www.econbiz.de/10011715555
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Market states and the risk-return tradeoff
Wang, Zijun; Khan, M. M. Moosa - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 314-327
Persistent link: https://www.econbiz.de/10011792498
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U-MIDAS: MIDAS regressions with unrestricted lag polynomials
Foroni, Claudia; Marcellino, Massimiliano; Schumacher, … - 2011
Mixed-data sampling (MIDAS) regressions allow to estimate dynamic equations that explain a low-frequency variable by …
Persistent link: https://www.econbiz.de/10010308133
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U-MIDAS: MIDAS regressions with unrestricted lag polynomials
Foroni, Claudia; Marcellino, Massimiliano; Schumacher, … - Deutsche Bundesbank - 2011
Mixed-data sampling (MIDAS) regressions allow to estimate dynamic equations that explain a low-frequency variable by …
Persistent link: https://www.econbiz.de/10009493254
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Cointegrating MiDaS Regressions and a MiDaS Test
Miller, J. Isaac - Economics Department, University of Missouri - 2011
This paper introduces cointegrating mixed data sampling (CoMiDaS) regressions, generalizing nonlinear MiDaS regressions …
Persistent link: https://www.econbiz.de/10009142640
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Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series
Miller, J. Isaac - Economics Department, University of Missouri - 2011
I analyze efficient estimation of a cointegrating vector when the regressand is observed at a lower frequency than the regressors. Previous authors have examined the effects of specific temporal aggregation or sampling schemes, finding conventionally efficient techniques to be efficient only...
Persistent link: https://www.econbiz.de/10009019136
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Evaluating monthly volatility forecasts using proxies at different frequencies
Ñíguez, Trino-Manuel - In: Finance research letters 17 (2016), pp. 41-47
Persistent link: https://www.econbiz.de/10011596208
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A comparison of MIDAS and bridge equations
Schumacher, Christian - In: International journal of forecasting 32 (2016) 2, pp. 257-270
Persistent link: https://www.econbiz.de/10011596743
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