Re: [Gretl-users] Mixed Data Sampling Regression
Jack,
I won't, but thanks for the info.
Jan
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Von: Plus.line MailSystem [mailto:cyrus@mailer.plusline.de] Im Auftrag von Riccardo (Jack)
Lucchetti
Gesendet: Donnerstag, 31. März 2016 16:25
An: Gretl list <gretl-users(a)lists.wfu.edu>
Betreff: 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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