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The Effects of Temporal Aggregation on MIDAS Regressions.

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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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PubType: Academic Journal
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  Data: The Effects of Temporal Aggregation on MIDAS Regressions.
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  Data: <searchLink fieldCode="AR" term="%22Martins%2C+Luís%22">Martins, Luís</searchLink><relatesTo>1,2</relatesTo> (AUTHOR)<i> luis.martins@iscte-iul.pt</i><br /><searchLink fieldCode="AR" term="%22Teles%2C+Paulo%22">Teles, Paulo</searchLink><relatesTo>3</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Business+%26+Economic+Statistics%22">Journal of Business & Economic Statistics</searchLink>. Jan2026, Vol. 44 Issue 1, p120-133. 14p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=193276797
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      – Type: doi
        Value: 10.1080/07350015.2025.2507370
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      – Code: eng
        Text: English
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        PageCount: 14
        StartPage: 120
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      – TitleFull: The Effects of Temporal Aggregation on MIDAS Regressions.
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              Text: Jan2026
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              Y: 2026
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