Forecasting Mixed Frequency Time Series with ECM-MIDAS Models

A.W. Hecq, T.B. Götz, J.R.Y.J. Urbain

Research output: Working paperProfessional

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Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Publication statusPublished - 1 Jan 2012

Publication series

SeriesMETEOR Research Memorandum
Number012

Cite this

Hecq, A. W., Götz, T. B., & Urbain, J. R. Y. J. (2012). Forecasting Mixed Frequency Time Series with ECM-MIDAS Models. METEOR, Maastricht University School of Business and Economics. METEOR Research Memorandum, No. 012