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Forecasting macroeconomic variables using data of different periodicities. (1996). Shen, Chung-Hua.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:12:y:1996:i:2:p:269-282.

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  1. Forecasting unemployment in the euro area with machine learning. (2022). Sofianos, Emmanouil ; Papadimitriou, Theophilos ; Gogas, Periklis.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:3:p:551-566.

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  2. Is the accuracy of stock value forecasting relevant to industry factors or firm-specific factors? An empirical study of the Ohlson model. (2017). Kuo, Chen-Yin.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0587-8.

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  3. Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory. (2016). Kuo, Chen-Yin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:772-789.

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  4. Disaggregation methods based on MIDAS regression. (2015). Guay, Alain ; Maurin, Alain .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:123-129.

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  5. The three-factor model and artificial neural networks: predicting stock price movement in China. (2011). Leggio, Karyl ; Parry, Mark ; Cao, Qing.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:185:y:2011:i:1:p:25-44:10.1007/s10479-009-0618-0.

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  6. Mixed frequency models: Bayesian approaches to estimation and prediction. (2010). Rodriguez, Abel ; Puggioni, Gavino .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:26:y::i:2:p:293-311.

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  7. Makroökonomische Prognosen mit gemischten Frequenzen. (2009). Wohlrabe, Klaus.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:62:y:2009:i:21:p:22-33.

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  8. An Adaptation of the MIDAS Regression Model for Estimating and Forecasting Quarterly GDP : Application to the Case of Guadeloupe. (2002). Guay, Alain ; Maurin, Alain .
    In: EcoMod2008.
    RePEc:ekd:000238:23800085.

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References

References cited by this document

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  13. Klein, L.R. ; Sojo, E. Combinations of high and low frequency data in macroeconometric model. 1989 En : Klein, L.R. ; Marquez, J. Econometrics in Theory and Practice: An Eclectic Approach. Kluwer Academic Publishers:
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