
State Space Models and MIDAS Regressions
Author(s) -
Jennie Bai,
Éric Ghysels,
Jonathan L. Wright
Publication year - 2013
Publication title -
carolina digital repository (university of north carolina at chapel hill)
Language(s) - Uncategorized
DOI - 10.17615/ztnp-bk56
Subject(s) - state (computer science) , space (punctuation) , state space , computer science , mathematics , statistics , algorithm , operating system