Hello, I have a series that contain both positive and negative numbers, but I need to turn this to Ln.
Can someone please tell me how to proceed?
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- Tue Jan 07, 2020 12:18 am
- Forum: Estimation
- Topic: Using Midas to estimate a Garch-Midas model
- Replies: 10
- Views: 6370
I need to run a midas regression also, and I am new on eviews and I do not have an econometric background. Can someone explain me how to interpret the results that we obtain through the regression?
I am using garch to model daily volatile data against economic data obtained quarterly. Can I use garch (1,2) or should I use midas? (do you have a link for me to better understand the process). I am new in using econometric but it is important for my study. When I am using garch to estimate another...