Re: [Gretl-users] Mixed Data Sampling Regression
Oleh,
thank you for this. I will give it a try and hope, that I am able to cope with it.
Jan
-----Ursprüngliche Nachricht-----
Von: Plus.line MailSystem [mailto:cyrus@mailer.plusline.de] Im Auftrag von
oleg_komashko(a)ukr.net
Gesendet: Donnerstag, 31. März 2016 19:53
An: Gretl list <gretl-users(a)lists.wfu.edu>
Cc: Gretl list <gretl-users(a)lists.wfu.edu>
Betreff: Re: [Gretl-users] Mixed Data Sampling Regression
You can very easy
write gretl interface to it
using this sample
Interface packages are ineligible
as official Gretl packages
but you can use them everywhere
you wish
Oleh
31 березня 2016, 18:35:55, від "Berend Hasselman" <bhh(a)xs4all.nl>:
> On 31 Mar 2016, at 15:45, Jan Tille wrote:
>
> Dear list members,
>
> please allow me a short question. Does anyone know whether there is a function
package for Gretl that can perform MIDAS regression analysis, in the spirit of Eric
Ghysels’s Matlab toolbox or as provided in EViews 9.5?
>
For R there is package midasr to do mixed frequency data sampling regression for time
series.
Berend
> Thanks in advance and kind regards
>
> Jan
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