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dc.contributor.authorTanaporn Tungtrakulen_US
dc.contributor.authorNatthaphat Kingnetren_US
dc.contributor.authorSongsak Sriboonchittaen_US
dc.description.abstract© Springer International Publishing AG 2016. A new model (MIDAS) for forecasting economic data has been proposed recently to take into account of more relevant information than the ARIMAX model. However, in order to convince econometricians to use MIDAS instead of ARIMAX, at least some evidence from empirical studies is needed, to indicate that the forecast performance of MIDAS is superior than that of ARIMAX. Our present work precisely aims at filling this need. In doing so, we also investigate a practical problem: Forecasting export growth in Thailand. Our empirical findings confirm that the MIDAS regression model significantly improves the forecast accuracy when compared with the ARIMAX model.en_US
dc.subjectComputer Scienceen_US
dc.titleAn empirical confirmation of the superior performance of MIDAS over ARIMAXen_US
dc.typeBook Seriesen_US
article.title.sourcetitleLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)en_US
article.volume9978 LNAIen_US Mai Universityen_US
Appears in Collections:CMUL: Journal Articles

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