Does Forecasting Benefit from Mixed-Frequency Data Sampling Model: The Evidence from Forecasting GDP Growth Using Financial Factor in Thailand

Natthaphat Kingnetr, Tanaporn Tungtrakul, Songsak Sriboonchitta. Does Forecasting Benefit from Mixed-Frequency Data Sampling Model: The Evidence from Forecasting GDP Growth Using Financial Factor in Thailand. In Vladik Kreinovich, Songsak Sriboonchitta, Nopasit Chakpitak, editors, Predictive Econometrics and Big Data. Volume 753 of Studies in Computational Intelligence, pages 430-442, Springer, 2018. [doi]

Abstract

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