HI all,
I run the midasreg command . It appears that in some cases does not work at all.
Precisely,after merging the two datasets ( quarterly and monthly data
named consumption_indicator_m.gdt and con_final_q.gdt respectively ,
I create midas lists whose names are
INDICATOR1, INDICATOR2,.... up to INDICATOR12.
It appears that the midasreg command does not work for cases
INDICATOR4, INDICATOR5 and INDICATOR8.
I enclose the two previously mentioned datasets as well as the script
named consumption_midas.inp .
Thanks in advance for your reply,
Dionysio Lalountas