Showing 1 - 10 of 24
We examine the relationship between MIDAS regressions and the estimation of state space models applied to mixed frequency data. While in some cases the binding function is known, in general it is not, and therefore indirect inference is called for. The approach is appealing when we consider...
Persistent link: https://www.econbiz.de/10011518987
Persistent link: https://www.econbiz.de/10011987633
Persistent link: https://www.econbiz.de/10000980453
Persistent link: https://www.econbiz.de/10000950450
Persistent link: https://www.econbiz.de/10000952887
Persistent link: https://www.econbiz.de/10001380657
Persistent link: https://www.econbiz.de/10001620897
Persistent link: https://www.econbiz.de/10002597955
Persistent link: https://www.econbiz.de/10001956379
Persistent link: https://www.econbiz.de/10009711160