[Gretl-users] Mixed Data Sampling Regression
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?
Thanks in advance and kind regards
Jan
Attachments:
- attachment.html (text/html — 2.5 KB)