This repository is reserved for collecting data, codes and replication files for the paper "Direct Gaussian Process Predictive Regressions with Mixed Frequency Data" by Niko Hauzenberger, Massimiliano Marcellino, Michael Pfarrhofer and Anna Stelzer (working paper available at https://arxiv.org/abs/2402.10574).
Contact information for the replication package:
- Michael Pfarrhofer (michael.pfarrhofer@wu.ac.at, mpfarrho@gmail.com)