Work

Variable Selection in Predictive MIDAS Models

Year: 2014

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2531339

Author: Clément Marsilli

Institutions: Université de Bourgogne, Banque de France, Université Bourgogne Franche-Comté

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W49186475

Cites: 62

Cited by: 56

Related to: 10