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TF-MIDAS: a transfer function based mixed-frequency model:
Bonino-Gayoso, Nicolás
;
Garcia-Hiernaux, Alfredo
Journal of Statistical Computation and Simulation. 91 (2021) 10 - p. 1980-2017 , 2021
Link:
https://doi.org/10.1080/00949655.2021.1879082
RT Journal T1 <Title>TF-MIDAS: a transfer function based mixed-frequency model</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_00949655.2021.1879082&Exemplar=1&LAN=DE A1 Bonino-Gayoso, Nicolás A1 Garcia-Hiernaux, Alfredo PB Informa UK Limited YR 2021 SN 0094-9655 SN 1563-5163 JF Journal of Statistical Computation and Simulation VO 91 IS 10 SP 1980 OP 2017 LK http://dx.doi.org/https://doi.org/10.1080/00949655.2021.1879082 DO https://doi.org/10.1080/00949655.2021.1879082 SF ELIB - SuUB Bremen
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