Blar i Norges Banks vitenarkiv på emneord "mixed data sampling"
Viser treff 1-1 av 1
-
Density Forecasts with Midas Models
(Working Papers;10/2014, Working paper, 2014)In this paper we derive a general parametric bootstrapping approach to compute density forecasts for various types of mixed-data sampling (MIDAS) regressions. We consider both classical and unrestricted MIDAS regressions ...