AFR-appendix.pdf
Creators:
Knut Are Aastveit
;
Claudia Foroni
;
Francesco Ravazzolo
From the dataset abstract
We propose a parametric block wild bootstrap approach to compute density forecasts for various types of mixed-data sampling (MIDAS) regressions. First, Monte Carlo simulations show that...
Source: Density Forecasts With Midas Models (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/1240a15a-2da2-44dd-b0e0-c87f4b060b88/resource/0f94b60e-903d-4673-a3dc-894b394005db/download/afr-appendix.pdf |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
