Forecasting Mixed Frequency Time Series with ECM-MIDAS Models

Alain Hecq, Thomas Götz and Jean-Pierre Urbain

No 12, Research Memorandum from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)

Date: 2012-01-01
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Journal Article: Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:unm:umamet:2012012

DOI: 10.26481/umamet.2012012

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