MIDAS Regression in EViews

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  • Опубликовано: 19 окт 2024

Комментарии • 13

  • @MicheleMarioIppolito
    @MicheleMarioIppolito 4 месяца назад

    I have a question: how can I understand how to insert the fixed lags when I want to compute MIDAS regression? What is the rationale behind this selection?

  • @amirrezamohammadi284
    @amirrezamohammadi284 2 месяца назад

    can you estimate different frequencies with VAR model?

  • @fffsss5567
    @fffsss5567 8 лет назад

    Hi thank u for your video, can this method be applied to panel data analysis?

  • @martinpratto1475
    @martinpratto1475 4 года назад

    Thanks for the vídeo! This can i use yo forecast GDP with "nowcasting" technique? Thanks!

  • @rabbihemel3245
    @rabbihemel3245 8 лет назад

    Thank you

  • @Maria-tn4cn
    @Maria-tn4cn 3 года назад +2

    please make vedio on GARCH-MIDAS application thanks

  • @leventis1991
    @leventis1991 5 лет назад +1

    Hello to all, could someone please tell me if my variables need to be in log difference in order to use the midas estimation method?

  • @muhammetmantu276
    @muhammetmantu276 7 лет назад

    hey cant we use dependent variable frequency is higher than independent variable frequency in this model?

    • @IHSEViews
      @IHSEViews  7 лет назад +2

      No, this form of MIDAS does not support that.

    • @muhammetmantu276
      @muhammetmantu276 7 лет назад

      o yeah I think we discussed this matter on twitter. thanks again anyway

    • @andyteng2973
      @andyteng2973 2 года назад

      @@IHSEViews Hi,
      How do we handle the problem where the dependent variable has higher frequency than the independent variable? Thanks.

  • @motog5plus702
    @motog5plus702 6 лет назад

    Very Useful. Thanks for sharing this! could you please share your facebook / Linkedin / Researchgate / Whatsapp? I might need your suggestions in my advance research analyses on which i am currently working and some other research papers that i am planning to write in future. Your contribution will be incorporated/rewarded in the form of co-author in my research works or any other way possible as you may desire? Please reply, Thanks!