Forecasting Palestinian Gross Domestic Product Using MIDAS Regressions (häftad)
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Format
Häftad (Paperback / softback)
Språk
Engelska
Antal sidor
88
Utgivningsdatum
2015-07-09
Förlag
LAP Lambert Academic Publishing
Medarbetare
Sadeq Tareq
Illustrationer
black & white illustrations
Dimensioner
229 x 152 x 5 mm
Vikt
141 g
Antal komponenter
1
Komponenter
2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam
ISBN
9783659745867

Forecasting Palestinian Gross Domestic Product Using MIDAS Regressions

av Alqawasmi Mustafa, Sadeq Tareq
Häftad,  Engelska, 2015-07-09
508
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In the case of using classical linear regression models for time series, researchers usually deal with equal frequencies for all the variables. They cannot directly apply such models to a mixed-frequency dataset. The Mixed Data Sampling (MIDAS) regression models deal with this type of data; typically the economic indicators from those observed daily, monthly, quarterly to those yearly. In this study, we introduce MIDAS regression approach which is relatively assumed as a new area. We will explain its ability of dealing with mixed frequency data, and its efficiency of improving parameters estimation and forecasting performance in the presence of extreme observations. This is the first research that examines the relationship between the real GDP in Palestine and other indicators using MIDAS regressions.
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