mixed frequency model
Posted: Tue Apr 05, 2016 10:55 am
Dear Tom:
It is popular for mixed frequency model now. Eviews 9.5 give the exampal of Armsto, Engemann, and Owyang, 2010, Forecasting with mixed frequencies. Eric Ghysels and his fellows put forward to MIDAS model and toolsbox of Matlab and R. Could Rats support mixed frequency model?
Best Regard.
Hardmann
It is popular for mixed frequency model now. Eviews 9.5 give the exampal of Armsto, Engemann, and Owyang, 2010, Forecasting with mixed frequencies. Eric Ghysels and his fellows put forward to MIDAS model and toolsbox of Matlab and R. Could Rats support mixed frequency model?
Best Regard.
Hardmann