Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models

Thomas Götz, Alain Hecq and Jean-Pierre Urbain

Journal of Forecasting, 2014, vol. 33, issue 3, 198-213

Date: 2014
References: Add references at CitEc
Citations: View citations in EconPapers (22)

Downloads: (external link)
http://hdl.handle.net/

Related works:
Working Paper: Forecasting Mixed Frequency Time Series with ECM-MIDAS Models (2012)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:33:y:2014:i:3:p:198-213

Access Statistics for this article

Journal of Forecasting is currently edited by Derek W. Bunn

More articles in Journal of Forecasting from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley Content Delivery ().