midasr

MaRDI QIDQ33703swMATHCRANFDO

Authors 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

Official website https://cran.r-project.org/web/packages/midasr/index.html

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

Cited in

(5)

• 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
• MIDAS Regressions
• Reverse restricted MIDAS model with application to US interest rate forecasts

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