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Journal Articles Journal of Econometrics Year : 2021

Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit

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1
Lynda Khalaf
  • Function : Author
Maral Kichian
  • Function : Author
Charles Saunders
  • Function : Author
Marcel Voia
  • Function : Author
Laboratoire d'Économie d'Orleans

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Humanities and Social Sciences Economics and Finance
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hal-03528880 , version 1 (03-02-2023)

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Attribution - NonCommercial - CC BY 4.0

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Lynda Khalaf, Maral Kichian, Charles Saunders, Marcel Voia. Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit. Journal of Econometrics, 2021, 220 (2), pp.589-605. ⟨10.1016/j.jeconom.2020.04.015⟩. ⟨hal-03528880⟩

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