MIDAS Regressions

MaRDI QIDQ33702swMATHFDO

Official website http://www.mathworks.com/matlabcentral/fileexchange/45150-midas-matlab-toolbox

Cited in

(6)

• Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
• Macroeconomics and the reality of mixed frequency data
• partsm
• E4
• midasr
• TF-MIDAS: a transfer function based mixed-frequency model

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