An empirical confirmation of the superior performance of MIDAS over ARIMAX

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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書目詳細資料
Main Authors:	Tanaporn Tungtrakul, Natthaphat Kingnetr, Songsak Sriboonchitta
格式:	Book Series
出版:	2018
主題:	Computer Science Mathematics
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85005976075&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55575
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機構:	Chiang Mai University

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