This paper compares the structure of three models for estimating future growth in a time series. It is shown that a regression model gives minimum weight to the last observed growth and maximum weight to the observed growth in the middle of the sample period. A first-order integrated ARIMA model, or
Forecasting Mixed-Frequency Time Series with ECM-MIDAS Models
✍ Scribed by Götz, Thomas B.; Hecq, Alain; Urbain, Jean-Pierre
- Book ID
- 125446798
- Publisher
- John Wiley and Sons
- Year
- 2014
- Tongue
- English
- Weight
- 272 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0277-6693
- DOI
- 10.1002/for.2286
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