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Keywords: MIDAS regression
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Journal Articles
Journal of Chinese Economic and Foreign Trade Studies (2021) 14 (1): 3–17.
Published: 30 December 2020
... alternative methods such as ordinary least squares, Markov regime switching (MRS) and mixed data sampling (MIDAS) regressions. The flexibility of MIDAS regression enables us to use different variables with quarterly (GDP), monthly (export sales and foreign-exchange reserves) and daily frequencies (foreign...

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