Does forecasting benefit from mixed-frequency data sampling model: The evidence from forecasting gdp growth using financial factor in Thailand
© Springer International Publishing AG 2018. It is common for macroeconomic data to be observed at different frequencies. This gives a challenge to analysts when forecasting with multivariate model is concerned. The mixed-frequency data sampling (MIDAS) model has been developed to deal with such pro...
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| Main Authors: | , , |
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| Format: | Book Series |
| Published: |
2018
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85037824678&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43883 |
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| Institution: | Chiang Mai University |
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