Page 293 - Special Topic Session (STS) - Volume 3

STS544 Jonathan W. et al.
3. Ghysels, E., A. Sinko, and R. Valkanov (2007), “MIDAS Regressions: Further
Results and New Directions,” Econometric Reviews 25: 53-90.
4. Litterman, R.B. (1986), “Forecasting with Bayesian Vector Autoregressions:
Five Years of Experience,” Journal of Business and Economic Statistics 4:
25-38.
5. Shiller, R. (1974), “A Distributed Lag Estimator Derived from Smoothness
Priors,” Econometrica 41: 775-788.
6. Theil, H., and A.S. Goldberger (1961), “On Pure and Mixed Statistical
Estimation in Economics,” International Economic Review 2: 65-78,
7. Zadrozny, P.A. (1990a), "Estimating a Multivariate ARMA Model with
Mixed-Frequency Data: An Application to Forecasting U.S. GNP at
Monthly Intervals,” working paper, Research Dept., Federal Reserve Bank
of Atlanta and Center for Economic Studies, U.S. Census Bureau,
Washington, DC.

282 | I S I W S C 2 0 1 9