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Generalized additive models for mixed-data regression using informal data
DOI:10.1016/j.asoc.2025.114082.png)
Abstract
En 中文
• Understanding MIDAS is a useful approach for nowcasting mixed-frequency data. • Addressing nonlinearity issue in conventional MIDAS regression. • Integrating generalized additive model (GAM) with conventional MIDAS. • Enhancing nowcasting performance by utilizing the unstructured data.
Journal
IF:
6.6
Papers:
1.4W
Citations:
4.8W
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