Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates Article

Omer, Talha, Mansson, Kristofer, Sjolander, Par et al. (2024). Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates . STATISTICAL PAPERS, 65(5), 3303-3325. 10.1007/s00362-023-01520-2

Open Access International Collaboration

cited authors

  • Omer, Talha; Mansson, Kristofer; Sjolander, Par; Kibria, BM Golam

sustainable development goals

authors

publication date

  • July 1, 2024

published in

keywords

  • Forecast
  • INDICATORS
  • Inflation
  • LAG
  • MIDAS
  • MIDAS REGRESSIONS
  • Mathematics
  • OIL PRICES
  • OUTPUT GROWTH
  • Oil returns
  • Physical Sciences
  • RIDGE-REGRESSION
  • Science & Technology
  • Shrinkage estimator
  • Smooth least squares estimator
  • Statistics & Probability

Digital Object Identifier (DOI)

publisher

  • SPRINGER

start page

  • 3303

end page

  • 3325

volume

  • 65

issue

  • 5