Search found 2 matches

by muhammet
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...
by muhammet
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-...

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