Bayesian MIDAS penalized regressions: Estimation, selection, and prediction
Work
Year: 2020
Type: article
Source: Journal of Econometrics
Authors Matteo Mogliani, Anna Simoni
Institutions Banque de France, Centre de Recherche en Économie et Statistique, Centre National de la Recherche Scientifique
Cites: 92
Cited by: 25
Related to: 10
FWCI: 2.472
Citation percentile (by year/subfield): 99.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green