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Mixed-data sampling

Known as: Mixed, Mixed data sampling 
Mixed-data sampling (MIDAS) is an econometric regression or filtering method developed by Ghysels et al. There is now a substantial literature on… 
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Distributed lagKalman filter

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2018
2018
A Mixed Data Sampling Approach to Accounting Research
This paper examines a mixed data sampling (MIDAS) approach to accounting research. MIDAS regression models parsimoniously… 
2018
2018
On the choice of instruments in mixed frequency specification tests
  • Yun LiuYeonwoo Rho
  • Communications in Statistics - Theory and Methods
  • 2018
  • Corpus ID: 85528926
Abstract Time averaging has been the traditional approach to handle mixed sampling frequencies. However, it ignores information… 
2017
2017
The Impact of Money Supply on Nigeria Economy: A Comparison of Mixed Data Sampling (MIDAS) and ARDL Approach
The study investigates the long and short run relationships between broad money supply and real aggregate output (GDP) in Nigeria… 
2016
2016
Forecasting with Mixed Data Sampling Models (MIDAS) and Google trends data: the case of car sales in Italy
In the last few years the attention focused on the use of Internet data as an information source that could improve forecasts… 
2016
2016
Lasso variable selection in predictive mixed-frequency model
In short-term forecasting, it is essential to take into account all available information on the current state of the economic… 
Review
2014
Review
2014
Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions
In this paper, the authors develop a new tool to improve the short-term forecasting of real GDP growth in the euro area and Japan… 
2013
2013
Forecasting Chinese GDP with Mixed Frequency Data Set: A Generalized Lasso Granger Method
In this paper, we introduce an effective machine learning method which can capture the temporal causal structures between… 
2010
2010
Mixed Data Sampling
MIxed DAta Sampling (MIDAS) regression models were introduced in both filtering and regression context to deal with situations… 
2005
2005
Assesing the Economic Signi cance of the Intra-daily
It is a well established empirical fact that volatility follows approximately an inverted U-shaped pattern during the day. It is… 
1998
1998
Abstract
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