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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 - 2019
Persistent link: https://www.econbiz.de/10012116268
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AN EXTENDED YULE-WALKER METHOD FOR ESTIMATING A VECTOR AUTOREGRESSIVE MODEL WITH MIXED-FREQUENCEY DATA
Chen, Baoline; Zadrozny, Peter A. - In: Messy data : missing observations, outliers, and …, (pp. 47-73). 1999
Persistent link: https://www.econbiz.de/10015390738
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Nowcasting of advance estimates of personal consumption of services in the U.S. National Economic Accounts : Individual vs forecasting combination approach
Chen, Baoline; Hood, Kyle - In: Review of income and wealth 71 (2025) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10015168595
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Assessing residual seasonality in the U.S. national income and product account aggregates
Chen, Baoline; McElroy, Tucker; Pang, Osbert C. - 2021
Persistent link: https://www.econbiz.de/10012695131
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Cointegration analysis with mixed-frequency data
Seong, Byeongchan (contributor); Ahn, Sung K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003496561