Search Results - subject:"mixed-frequency time series"

New evidence of dynamic links between tourism and economic growth based on mixed-frequency Granger causality tests

Liu, Han; Song, Haiyan - In: Journal of travel research : a quarterly publication of … 57 (2018) 7, pp. 899-907

Persistent link: https://www.econbiz.de/10011927222

Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures

Miller, J. Isaac - Economics Department, University of Missouri - 2012

Parsimoniously specified distributed lag models have enjoyed a resurgence under the MiDaS moniker (Mixed Data Sampling) as a feasible way to model time series observed at very different sampling frequencies. I introduce cointegrating mixed data sampling (CoMiDaS) regressions. I derive asymptotic...

Persistent link: https://www.econbiz.de/10011076208

Forecasting economic time series using score-driven dynamic models with mixed-data sampling

Gorgi, Paolo; Koopman, Siem Jan; Li, Mengheng - In: International journal of forecasting 35 (2019) 4, pp. 1735-1747

Persistent link: https://www.econbiz.de/10012305526

Mixed-frequency cointegrating regressions with parsimonious distributed lag structures

Miller, J. Isaac - In: Journal of financial econometrics : official journal of … 12 (2014) 3, pp. 584-614

Persistent link: https://www.econbiz.de/10010391945