Re: [Gretl-users] Mixed Data Sampling Regression
On 31 Mar 2016, at 15:45, Jan Tille
<Jan.Tille(a)absolut-research.de> 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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