EViews.com

Hi, I estimated an unrestricted VAR with mixed data sample, and some results were generated. How did I do that? Representations: Estimation Proc: =============================== LS(NOCONST) 1 2 3 4 5 6 7 8 9 10 L DIA\R @ DIAST7\RI DIAST5\DP MES\SE MES\EP TRIMST\VP MES\IB VAR Model: =================...

Hello,

I would like to know if is it possible to estimate MIDAS with unrestricted VAR? Or is it possible estimate unrestricted VAR with mixed frequency data?

Thanks.

Hi,

is it possible estimate a garch model with panel data?

Thanks.

Hi,

I would like to know: is it possible realize out-of-sample projections for panel data?

Thanks.

Hi,

I would like to know is it possible to use the MIDAS when running a VAR?

And, mixed frequency VAR is the same method that MIDAS VAR?

Thanks.

Hi, I would like to know too. Tks, Hi, I am trying to use the a MIDAS regression to see the potential impact of capital flows on emerging markets. I need some assistance with a few questions: 1) How do I decide whether to use the Almon PDL, Beta or Step-wise MIDAS? 2) If I have quarterly and monthly...

HI, I have estimated a panel regression using MIDAS and I've got the regression results all right, but I would like to know what kind of panel is that, i.e. is it a pooled regression, fixed effects or random effects estimation? This is not explained in the estimation options nor in the results. Thanks

I am estimating a MIDAS regression with data on a daily, monthly, and quarterly frequency. The dependent variable is quarterly. When I add a maximum of 90 lags to be selected automatically, the program closes. When I add a maximum of 10 lags to be selected automatically, the program tries to estimat...

Ok,

But, please, look the estimation in time series.

Thanks.

Sorry.

Workfile sent.

Thanks.

I'm using the MIDAS regression, but when I estimate the regression, the R-square does not appear in the result. Why?

Thanks.