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  • Search: subject:"mixed data sampling (MIDAS)"
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Year of publication
Subject
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Forecasting model 22 Prognoseverfahren 22 Sampling 14 Stichprobenerhebung 14 Mixed Data Sampling (MIDAS) 10 Theorie 10 Theory 10 Economic forecast 9 Wirtschaftsprognose 9 Regression analysis 8 Regressionsanalyse 8 Time series analysis 8 Zeitreihenanalyse 8 Estimation theory 7 Mixed data sampling (MIDAS) 7 National income 7 Nationaleinkommen 7 Schätztheorie 7 VAR model 7 VAR-Modell 7 mixed data sampling (MIDAS) 7 Estimation 5 Frühindikator 5 Leading indicator 5 Schätzung 5 Bruttoinlandsprodukt 4 Gross domestic product 4 Aktienmarkt 3 Bayes-Statistik 3 Bayesian inference 3 Causality analysis 3 Forecast 3 GDP nowcasting 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 18 Free 12
Type of publication
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Article 22 Book / Working Paper 12
Type of publication (narrower categories)
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Article in journal 21 Aufsatz in Zeitschrift 21 Working Paper 9 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Aufsatz im Buch 1 Book section 1
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Language
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English 30 Undetermined 3 German 1
Author
All
Ghysels, Eric 4 Motegi, Kaiji 4 Foroni, Claudia 3 Hill, Jonathan B. 3 Schumacher, Christian 3 Yang, Lixiong 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 Cui, Can 1 Enilov, Martin 1 Fosten, Jack 1 González Sánchez, Mariano 1 Götz, Thomas B. 1 Han, Yang 1 Hecq, Alain W. J. 1 Karlsson, Hyunjoo Kim 1 Kostrov, Alexander 1 Lai, Huiwen 1 Ma, Chaoqun 1 Månsson, Kristofer 1 Nandi, Shaoni 1 Nave, Juan 1 Ng, Eric C. Y. 1 Ortega, Juan-Pablo 1 Ravazzolo, Francesco 1 Ren, Mingjian 1 Ribeiro, Pinho J. 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 Bundesbank Discussion Paper 1 CEPR Discussion Papers 1 Discussion Papers / Deutsche Bundesbank 1 Discussion paper 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) 30 RePEc 3 EconStor 1
Showing 11 - 20 of 34
Cover Image
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 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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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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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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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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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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Real-time forecasting with a MIDAS VAR
Mikosch, Heiner; Neuwirth, Stefan - 2015
Persistent link: https://www.econbiz.de/10010506265
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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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Predicting U.S. bank failures with MIDAS logit models
Audrino, Francesco; Kostrov, Alexander; Ortega, Juan-Pablo - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 6, pp. 2575-2603
Persistent link: https://www.econbiz.de/10012165925
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High‐dimensional macroeconomic forecasting and variable selection via penalized regression : editor's choice
Uematsu, Yoshimasa; Tanaka, Shinya - In: The econometrics journal 22 (2019) 1, pp. 34-56
Persistent link: https://www.econbiz.de/10012166649
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