Search found 1 match
- Mon Mar 27, 2017 9:48 am
- Forum: Estimation
- Topic: MIDAS REGRESSION
- Replies: 3
- Views: 4060
Re: MIDAS REGRESSION
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 data, how do I interpret the MIDAS...