Applying Regression Models with Mixed Frequency Data in Modeling and Prediction of Iran's Wheat Import Value (Generalized OLS-based ARDL Approach)

Due to the importance of the import management, this study applies generalized ARDL approach to estimate MIDAS regression for wheat import value and to compare the accuracy of forecasts with those competed by the regression with adjusted data model. Mixed frequency sampling models aim to extract inf...

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Bibliographic Details
Main Author: mitra jalerajabi
Format: Article
Language:fas
Published: Ferdowsi University of Mashhad 2014-10-01
Series:مجله اقتصاد و توسعه کشاورزی
Subjects:
Online Access:http://jead.um.ac.ir/index.php/jead/article/view/27781