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Encyclopedia :
M :
MI :
MIX :
Mixed data sampling |
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Mixed data samplingMixed Data Sampling or short MIDAS, is an econometric model developed by Ghysels et al. in which the regressor appears at a higher frequency than the regressand:, where y is the regressand, x is the regressor, m denotes the frequency - for instance if y is yearly is quarterly - is the disturbance and is a lag distribution, for instance the Beta function or the Almon Lag. External Link
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This article is from Wikipedia. All text is available under the terms of the GNU Free Documentation License. |
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| © 2008 Chamas Enterprises Inc. |
