Browsing ECO Articles by Subject "Factor models"
Title:A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates Author(s):FORONI, Claudia; MARCELLINO, MassimilianoDate:2014Citation:International journal of forecasting, 2014, Vol. 30, No. 3, pp. 554-568Type:ArticleAbstract:In this paper, we focus on the different methods which have been proposed in the literature to date for dealing with mixed-frequency and ragged-edge datasets: bridge equations, mixed-data sampling (MIDAS), and mixed-frequency ...
Title:Special issue on modern econometric analysis - surveys on recent developments Author(s):HÜBLER, Olaf; FROHN, Joachim; CHEN, Pu; BREITUNG, Jörg; EICKMEIER, Sandra; WOLTERS, Jürgen; HASSLER, Uwe; LUETKEPOHL, Helmut; HERWARTZ, Helmut; FITZENBERGER, Bernd; WILKE, Ralf A.; HÜBLER, Olaf; KAUERMANN, Göran; RONNING, Gerd; BOES, Stefan; WINKELMANN, Rainer; SCHNEEWEISS, Hans; AUGUSTIN, Thomas; CALIENDO, Marco; HUJER, Reinhard; RäSSLER, Susanne; RIPHAHN, Regina T.Date:2006Citation:Allgemeines statistisches Archiv, 2006, 90, 1, 1-232Type:Article