On Wed, 3 Aug 2016, Artur T. wrote:
Wow, that's a great feature, Allin and Jack! Sounds really
to have MIDAS implemented in gretl. Thank you for your effort!
Well, surprisingly enough, that's just the sort of reaction I was
hoping to see ;-) Thank you, Artur!
I've recently found myself in quite extensive email discussion with
Eric Ghysels and the authors of the midasr R package. All very civil
and productive, sorting out some ambiguities with regard to
appropriate conventions when dealing with mixed-frequency data.
Hopefully this will contribute to a good gretl implementation of
MIDAS in the next release.