Wow, that's a great feature, Allin and Jack! Sounds really interesting
to have MIDAS implemented in gretl. Thank you for your effort!
Best,
Artur
In the meantime, if there's anyone out there, not at the beach
or
whatever, who wishes to read about progress in implementing MIDAS (Mixed
Data Sampling) in gretl, I can recommend for your summer reading
http://users.wfu.edu/cottrell/midas/midasnotes.pdf
Allin