Re: [Gretl-users] Mixed Data Sampling Regression
On Thu, 31 Mar 2016, 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?
>
[slightly OT]
I also think this is a very relevant area in time series econometrics
and especially for forecasting. It's a pity that people like Ghysels
contribute code for a closed software platform like Matlab or Eviews
(although I can understand the individual rationale). I'm not saying
that everybody should write for gretl (hehe), but I hope that more and
more scientists --and especially those who are funded by public money--
use open platforms and languages like gretl, Python, Julia, R etc.
Actually, it is my impression that that is really happening.
cheers,
sven