Skip to content
Log in
Home
Datasets
Search Datasets
datasets
journals
info
1 dataset found
Newest
Oldest
Relevance
Popular
Name Ascending
Name Descending
Last Modified
Go
Tags:
Regression analysis
Publication Year:
2017
Knut Are Aastveit
;
Claudia Foroni
;
Francesco Ravazzolo
Density Forecasts With Midas Models (replication data)
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...
DOI:10.15456/jae.2022326.0703868080
TXT
PDF
ZIP
