U Midas PDF Download
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Author | : Claudia Foroni |
Publisher | : |
Total Pages | : 56 |
Release | : 2016 |
Genre | : |
ISBN | : |
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Mixed-data sampling (MIDAS) regressions allow to estimate dynamic equations that explain a low-frequency variable by high-frequency variables and their lags. When the difference in sampling frequencies between the regressand and the regressors is large, distributed lag functions are typically employed to model dynamics avoiding parameter proliferation. In macroeconomic applications, however, differences in sampling frequencies are often small. In such a case, it might not be necessary to employ distributed lag functions. In this paper, we discuss the pros and cons of unrestricted lag polynomials in MIDAS regressions. We derive unrestricted MIDAS regressions (U-MIDAS) from linear high-frequency models, discuss identification issues, and show that their parameters can be estimated by OLS. In Monte Carlo experiments, we compare U-MIDAS to MIDAS with functional distributed lags estimated by NLS. We show that U-MIDAS generally performs better than MIDAS when mixing quarterly and monthly data. On the other hand, with larger differences in sampling frequencies, distributed lag-functions outperform unrestricted polynomials. In an empirical application on out-of-sample nowcasting GDP in the US and the Euro area using monthly predictors, we find a good performance of U-MIDAS for a number of indicators, albeit the results depend on the evaluation sample. We suggest to consider U-MIDAS as a potential alternative to the existing MIDAS approach in particular for mixing monthly and quarterly variables. In practice, the choice between the two approaches should be made on a case-by-case basis, depending on their relative performance.
Author | : Claudia Foroni |
Publisher | : |
Total Pages | : 47 |
Release | : 2011 |
Genre | : |
ISBN | : |
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Author | : Claudia Foroni |
Publisher | : |
Total Pages | : 0 |
Release | : 2011 |
Genre | : |
ISBN | : 9783865587817 |
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Author | : |
Publisher | : International Monetary Fund |
Total Pages | : 46 |
Release | : |
Genre | : |
ISBN | : |
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Author | : Carol Ann Duffy |
Publisher | : Macmillan |
Total Pages | : 98 |
Release | : 2001-04-09 |
Genre | : Poetry |
ISBN | : 057119995X |
Download The World's Wife Book in PDF, ePub and Kindle
Mrs Midas, Queen Kong, Mrs Lazarus, the Kray sisters, and a huge cast of others startle with their wit, imagination, lyrical intuition and incisiveness.
Author | : Vladik Kreinovich |
Publisher | : Springer |
Total Pages | : 705 |
Release | : 2017-02-11 |
Genre | : Technology & Engineering |
ISBN | : 3319507427 |
Download Robustness in Econometrics Book in PDF, ePub and Kindle
This book presents recent research on robustness in econometrics. Robust data processing techniques – i.e., techniques that yield results minimally affected by outliers – and their applications to real-life economic and financial situations are the main focus of this book. The book also discusses applications of more traditional statistical techniques to econometric problems. Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. In day-by-day data, we often encounter outliers that do not reflect the long-term economic trends, e.g., unexpected and abrupt fluctuations. As such, it is important to develop robust data processing techniques that can accommodate these fluctuations.
Author | : Songsak Sriboonchitta |
Publisher | : Springer Nature |
Total Pages | : 762 |
Release | : 2022-07-29 |
Genre | : Technology & Engineering |
ISBN | : 3030972739 |
Download Credible Asset Allocation, Optimal Transport Methods, and Related Topics Book in PDF, ePub and Kindle
This book describes state-of-the-art economic ideas and how these ideas can be (and are) used to make economic decision (in particular, to optimally allocate assets) and to gauge the results of different economic decisions (in particular, by using optimal transport methods). Special emphasis is paid to machine learning techniques (including deep learning) and to different aspects of quantum econometrics—when quantum physics and quantum computing models are techniques are applied to study economic phenomena. Applications range from more traditional economic areas to more non-traditional topics such as economic aspects of tourism, cryptocurrencies, telecommunication infrastructure, and pandemic. This book helps student to learn new techniques, practitioners to become better knowledgeable of the state-of-the-art econometric techniques, and researchers to further develop these important research directions
Author | : Adalbert Seitz |
Publisher | : |
Total Pages | : 424 |
Release | : 1924 |
Genre | : Lepidoptera |
ISBN | : |
Download The Macrolepidoptera of the World: pt. 1-2. The American rhopalocera Book in PDF, ePub and Kindle
Author | : Taro Kageyama |
Publisher | : Walter de Gruyter GmbH & Co KG |
Total Pages | : 505 |
Release | : 2016-07-25 |
Genre | : Language Arts & Disciplines |
ISBN | : 3110477157 |
Download Transitivity and Valency Alternations Book in PDF, ePub and Kindle
This collection of papers is the first book ever published in English that presents detailed analyses of valency and transitivity alternations in Japanese from multifaceted standpoints: morphology, semantics, syntax, dialects, history, acquisition, and language typology.
Author | : Cong Vinh Phan |
Publisher | : Springer Nature |
Total Pages | : 180 |
Release | : 2023-03-23 |
Genre | : Computers |
ISBN | : 3031287908 |
Download Nature of Computation and Communication Book in PDF, ePub and Kindle
This book constitutes the refereed post-conference proceedings of the 8th EAI International Conference on Nature of Computation and Communication, ICTCC 2022, held in Vinh Long, Vietnam, in October 27-28 2022. The 11 revised full papers presented were carefully selected from 32 submissions. The papers of ICTCC 2022 cover formal methods for self-adaptive systems and discuss natural approaches and techniques for natural computing systems and their applications.