Mixed-data sampling
id:
mixed-data-sampling-288-6008697
title:
Mixed-data sampling
text:
Econometric models involving data sampled at different frequencies are of general interest. Mixed-data sampling (MIDAS) is an econometric regression developed by Eric Ghysels with several co-authors. There is now a substantial literature on MIDAS regressions and their applications, including Ghysels, Santa-Clara and Valkanov (2006), Ghysels, Sinko and Valkanov, Andreou, Ghysels and Kourtellos (2010) and Andreou, Ghysels and Kourtellos (2013).
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Mixed-data_sampling
date created:
date modified:
2023-12-21T00:22:38Z
main entity:
{"identifier":"Q6883960","url":"https://www.wikidata.org/entity/Q6883960"}
image:
fields total:
13
integrity:
13