Media Summary: Presentation slides available on SLDS Google Drive: ... In the literature of econometrics the concept of Standard VAR models require all variables to share the same frequency, which inevitably causes information loss during data ...
Midas Regression Mixed Frequency Estimation - Detailed Analysis & Overview
Presentation slides available on SLDS Google Drive: ... In the literature of econometrics the concept of Standard VAR models require all variables to share the same frequency, which inevitably causes information loss during data ... 30 minutes presentation of the paper IDENTIFYING HIGH-FREQUENCY SHOCKS WITH BAYESIAN R : How to forecast using ragged edge data in a 5 minutes presentation of "Identifying Uncertainty Shock: A Bayesian
