Hello everyone,
I am evaluating the predictive capacity of the MIDAS Models. For this, I have used the MIDAS models that eviews has available, such as PDL/ALMON; GET-MIDAS; and GETS-MIDAS with saturation indicator. I would like to be able to find some bibliography to understand the mathematical foundation of each of the aforementioned models.
I will appreciate any help...
Thank you very much in advance!
MIDAS MODELS
Moderators: EViews Gareth, EViews Moderator
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: MIDAS MODELS
Thank you very much Gareth!
Could you tell me where this information is? I'm new to this platform and I don't know where I can find the information you tell me.
As I mentioned, I would like to see the mathematical specification of each model.
Thanks again
Could you tell me where this information is? I'm new to this platform and I don't know where I can find the information you tell me.
As I mentioned, I would like to see the mathematical specification of each model.
Thanks again
Last edited by fsaunders on Fri Sep 08, 2023 10:02 am, edited 1 time in total.
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13323
- Joined: Tue Sep 16, 2008 5:38 pm
Re: MIDAS MODELS
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Re: MIDAS MODELS
Thanks Gareth, I am so glad for all your help!!!!
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13323
- Joined: Tue Sep 16, 2008 5:38 pm
Re: MIDAS MODELS
This is also probably useful:
https://blog.eviews.com/2023/09/nowcast ... using.html
https://blog.eviews.com/2023/09/nowcast ... using.html
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