Reverse restricted MIDAS model with application to US interest rate forecasts.
Qifa XuXingxuan ZhuoCuixia JiangFang SunXue HuangPublished in: Commun. Stat. Simul. Comput. (2021)
Keyphrases
- mathematical model
- probabilistic model
- computational model
- sensitivity analysis
- high level
- neural network model
- theoretical framework
- modeling method
- linear model
- network model
- parameter values
- experimental data
- statistical model
- learning algorithm
- maximum likelihood
- cost function
- bayesian networks
- decision trees
- computer vision