Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit

Lynda Khalaf, Maral Kichian, Charles Saunders and Marcel Voia

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Date: 2021-02
Note: View the original document on HAL open archive server: https://univ-orleans.hal.science/hal-03528880
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Published in Journal of Econometrics, 2021, 220 (2), pp.589-605. ⟨10.1016/j.jeconom.2020.04.015⟩

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Journal Article: Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit (2021)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03528880

DOI: 10.1016/j.jeconom.2020.04.015

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