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?
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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?
can you estimate different frequencies with VAR model?
Hi thank u for your video, can this method be applied to panel data analysis?
Thanks for the vídeo! This can i use yo forecast GDP with "nowcasting" technique? Thanks!
Thank you
please make vedio on GARCH-MIDAS application thanks
Please make it
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?
hey cant we use dependent variable frequency is higher than independent variable frequency in this model?
No, this form of MIDAS does not support that.
o yeah I think we discussed this matter on twitter. thanks again anyway
@@IHSEViews Hi,
How do we handle the problem where the dependent variable has higher frequency than the independent variable? Thanks.
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!