A MIDAS approach to modeling first and second moment dynamics
Work
Year: 2016
Type: article
Source: Journal of Econometrics
Institutions Brandeis University, University of California, San Diego, Centre for Economic Policy Research
Cites: 54
Cited by: 41
Related to: 10
FWCI: 8.82
Citation percentile (by year/subfield): 97.61
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed