Search found 2 matches
- Thu Apr 20, 2017 7:22 am
- Forum: Estimation
- Topic: Using Midas to estimate a Garch-Midas model
- Replies: 10
- Views: 15251
Re: Using Midas to estimate a Garch-Midas model
hi dude, I will use Garch-Midas model too. well you can use this model on matlab r2015b, there is a toolbox you should add it too after you set up the matlab. https://www.mathworks.com/matlabcentral/fileexchange/45150-midas-matlab-toolbox hey can we touch when we use this program, because I have som...
- Wed Mar 29, 2017 3:59 am
- Forum: Estimation
- Topic: MIDAS - lower to higher
- Replies: 4
- Views: 4883
Re: MIDAS - lower to higher
hi dude. I want to use dependent variable with higher frequency than independent variable for my thesis too. Well @IHSEViews told me I can use GARCH MIDAS for this situation on matlab. I m sending u the link, which they send me https://www.mathworks.com/matlabcentral/fileexchange/45150-midas-matlab-...