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The Effects of Temporal Aggregation on MIDAS Regressions.

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Bibliographic Details
Title: The Effects of Temporal Aggregation on MIDAS Regressions.
Authors: Martins, Luís1,2 (AUTHOR) luis.martins@iscte-iul.pt, Teles, Paulo3 (AUTHOR)
Source: Journal of Business & Economic Statistics. Jan2026, Vol. 44 Issue 1, p120-133. 14p.
Database: Business Source Ultimate
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Description
ISSN:07350015
DOI:10.1080/07350015.2025.2507370