Reverse restricted MIDAS model with application to US interest rate forecasts

Qifa Xu, Xingxuan Zhuo, Cuixia Jiang, Fang Sun, Xue Huang. Reverse restricted MIDAS model with application to US interest rate forecasts. Communications in Statistics - Simulation and Computation, 50(2):462-482, 2021. [doi]

Abstract

Abstract is missing.