Forecasting performance of mixed data sampling (MIDAS) regressions, autoregressive distributed lag (ADL) model and hybrid of GARCH-MIDAS model: a comparative study

Forecasting performance of mixed data sampling (MIDAS) regressions, autoregressive distributed lag (ADL) model and hybrid of GARCH-MIDAS model: a comparative study

This paper considers the Comparison of forecasting performance between Mixed Data sampling (MIDAS) Regressions model, Autoregressive distributed lag (ARDL) Model and hybrid of GARCH-MIDAS. The data employed for this study was secondary type in nature for all the variables and it is obtained from the...

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Bibliographic Details
Main Authors: Bawa, M. U., Shabri, Anil, Dikko, H. G., Garba, J., Sadiku, S.
Format: Article
Language:English
Published: JMPES 2021
Subjects:
QA Mathematics
Online Access:http://eprints.utm.my/97762/1/AnilShabri2021_ForecastingPerformance0fMixedDataSampling.pdf

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