Mixed Data Sampling

y_{t}=\beta_{0}+\beta_{1}B(L^{1/m};	heta)x_{t}^{(m)}+\epsilon_{t}^{(m)},\,

where ''y'' is the regressand, ''x'' is the regressor, ''m'' denotes the frequency - for instance if ''y'' is yearly

x_{t}^{(4)}

is quarterly -

\epsilon

is the disturbance and

B(L^{1/m};	heta)

is a lag distribution, for instance the Beta function or the Almon lag.

EXTERNAL LINK

	CATEGORIES ABOUT MIXED DATA SAMPLING

	econometrics

Information About