An empirical confirmation of the superior performance of MIDAS over ARIMAX
© Springer International Publishing AG 2016. A new model (MIDAS) for forecasting economic data has been proposed recently to take into account of more relevant information than the ARIMAX model. However, in order to convince econometricians to use MIDAS instead of ARIMAX, at least some evidence from...
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| Main Authors: | , , |
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| Format: | Book Series |
| Published: |
2017
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85005976075&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42364 |
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| Institution: | Chiang Mai University |