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?
Thanks in advance and kind regards
What a coincidence. I was thinking of writing one just this morning. I'm
very busy with teaching atm, though, and there are a few other things on
the gretl fromnt that I'm working on now, so don't hold your breath :)
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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