midasr

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Mixed Data Sampling Regression

Virmantas Kvedaras

Last update: 23 February 2021

Copyright license: GNU General Public License, version 2.0, MIT license, File License

Software version identifier: 0.8

Source code repository: https://github.com/cran/midasr

Cited In (4)

• Monitoring banking system connectedness with big data
• Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
• Mixed data sampling (MIDAS) regression models
• Reverse restricted MIDAS model with application to US interest rate forecasts

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