Bayesian MIDAS penalized regressions: Estimation, selection, and prediction

Matteo Mogliani and Anna Simoni

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Date: 2020-08
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Published in Journal of Econometrics, 2020, ⟨10.1016/j.jeconom.2020.07.022⟩

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Related works:
Journal Article: Bayesian MIDAS penalized regressions: Estimation, selection, and prediction (2021)
Working Paper: Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction (2020)
Working Paper: Bayesian MIDAS penalized regressions: estimation, selection, and prediction (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03089878

DOI: 10.1016/j.jeconom.2020.07.022

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