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Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals
Zadrozny, Peter A.; Chen, Baoline - In: Journal of Time Series Analysis 40 (2019) 6, pp. 968-986
Persistent link: https://www.econbiz.de/10012192358
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Econometric Modelling with Mixed Frequency and Temporally Aggregated Data
Chambers, Marcus J.; Zadrozny, Peter A. - In: Journal of Time Series Analysis 40 (2019) 6, pp. 869-871
Persistent link: https://www.econbiz.de/10012192362
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Estimation of vector error correction models with mixed-frequency data
Seong, Byeongchan; Ahn, Sung K.; Zadrozny, Peter A. - In: Journal of Time Series Analysis 34 (2013) 2, pp. 194-205
Persistent link: https://www.econbiz.de/10010642587