Search found 3 matches
- Thu Oct 21, 2021 5:49 pm
- Forum: Estimation
- Topic: Asymmetric MIDAS
- Replies: 5
- Views: 12568
Re: Asymmetric MIDAS
I did but I get very different results and not similar to the authors output.
- Thu Oct 21, 2021 4:12 pm
- Forum: Estimation
- Topic: Asymmetric MIDAS
- Replies: 5
- Views: 12568
Re: Asymmetric MIDAS
Thanks @Eviews Gareth.
The workfile has the equations I want to run. I tried re-running the models but I get "OVERFLOW". Beta weighting function, restricted endpoints.
The workfile has the equations I want to run. I tried re-running the models but I get "OVERFLOW". Beta weighting function, restricted endpoints.
- Thu Oct 21, 2021 3:49 pm
- Forum: Estimation
- Topic: Asymmetric MIDAS
- Replies: 5
- Views: 12568
Asymmetric MIDAS
Hello everyone I am running an asymmetric MIDAS model with a monthly dependent (y1) variable and 2 daily high frequency (pos and neg) variable (positive and negative). If i run the MIDAS model like this for 60 lags Low freq : y1 High Frequency: page\pos page\neg I get an "OVERFLOW" error H...