Search found 4 matches
- Tue Apr 04, 2017 11:53 pm
- Forum: Estimation
- Topic: Midas output
- Replies: 7
- Views: 5029
Re: Midas output
So, all regressors of the same frequency as the dependent variable in the first specification box?
- Tue Apr 04, 2017 12:26 pm
- Forum: Estimation
- Topic: Midas output
- Replies: 7
- Views: 5029
Re: Midas output
Thank you very much. There is another question I have regarding the specification in the estimation dialog. In the estimation dialog window we have two boxes. I know that the dependent variable must be entered in the first specification box. In the second box regressors of higher frequency must be e...
- Tue Apr 04, 2017 7:58 am
- Forum: Estimation
- Topic: Midas output
- Replies: 7
- Views: 5029
Re: Midas output
The description is not 100% clear to me.
That means I must choose restriction "both" to set w1=1 and w3=0?
To set w3=0 I need to choose "endpoint" yes?
That means I must choose restriction "both" to set w1=1 and w3=0?
To set w3=0 I need to choose "endpoint" yes?
- Tue Apr 04, 2017 4:40 am
- Forum: Estimation
- Topic: Midas output
- Replies: 7
- Views: 5029
Midas output
Hello, I have just installed eviews in order to run a Midas regression using Beta weighting. I have a question regarding the Beta01, Beta02 and Beta03 in the output table. According to Ghysels, Sinko, and Valkanov (2006) the Beta weighting only depends on two weights denoted as w1 and w2. Do the Bet...