TF-MIDAS: a transfer function based mixed-frequency model

  1. Bonino-Gayoso, N.
  2. Garcia-Hiernaux, A.
Journal:
Journal of Statistical Computation and Simulation

ISSN: 1563-5163,  0094-9655

Year of publication: 2021

Volume: 91

Issue: 10

Pages: 1980-2017

Type: Article

DOI: 10.1080/00949655.2021.1879082 GOOGLE SCHOLAR
Data source: Scopus