How to program a MIDAS-AR model in eviews?

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fsaunders
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Joined: Mon May 15, 2023 4:37 am

How to program a MIDAS-AR model in eviews?

Postby fsaunders » Tue Aug 15, 2023 3:16 am

Hello!

Does anyone know if there is a version of eviews that allows me to estimate a MIDAS-AR model? Currently, I have version 12, but in this version the MIDAS-AR model option is not available. Therefore, I have no idea how to program this type of models in eviews.

I would appreciate any comments.
Thanks in advance!
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EViews Gareth
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Re: How to program a MIDAS-AR model in eviews?

Postby EViews Gareth » Tue Aug 15, 2023 7:45 am

Midas models (including AR) are a built in feature.
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fsaunders
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Joined: Mon May 15, 2023 4:37 am

Re: How to program a MIDAS-AR model in eviews?

Postby fsaunders » Thu Sep 07, 2023 10:38 am

Thanks so much for your comment!
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