TF-MIDAS: a transfer function based mixed-frequency model
- Bonino-Gayoso, N.
- Garcia-Hiernaux, A.
ISSN: 1563-5163, 0094-9655
Année de publication: 2021
Volumen: 91
Número: 10
Pages: 1980-2017
Type: Article
Revue:
Journal of Statistical Computation and Simulation