midasr (Q33703)
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Mixed Data Sampling Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | midasr |
Mixed Data Sampling Regression |
Statements
Virmantas Kvedaras
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7 April 2025
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Methods and tools for mixed frequency time series data analysis. Allows estimation, model selection and forecasting for MIDAS regressions.
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Identifiers
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