Time-Varying Parameter MIDAS Models: Application to Nowcasting US Real GDP

Chan, Joshua C. C., Poon, Aubrey, Zhu, Dan (2025) Time-Varying Parameter MIDAS Models: Application to Nowcasting US Real GDP. Journal of Econometrics, . ISSN 0304-4076. (In press) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:111133)

PDF Author's Accepted Manuscript Language: English Restricted to Repository staff only This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.
Contact us about this publication
Additional URLs: Publisher

Item Type:	Article
Subjects:	H Social Sciences
Institutional Unit:	Schools > School of Economics and Politics and International Relations > Economics
Former Institutional Unit:	There are no former institutional units.
Funders:	University of Kent (https://ror.org/00xkeyj56)
Depositing User:	Aubrey Poon
Date Deposited:	02 Sep 2025 09:37 UTC
Last Modified:	03 Sep 2025 02:47 UTC
Resource URI:	https://kar.kent.ac.uk/id/eprint/111133 (The current URI for this page, for reference purposes)

University of Kent Author Information

Poon, Aubrey.

Creator's ORCID:	https://orcid.org/0000-0003-2587-8779
CReDIT Contributor Roles:

Depositors only (login required):

Total Views

Total unique views of this page since July 2020. For more details click on the image.