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- Fri Jul 09, 2010 5:12 am
- Forum: Estimation
- Topic: Mixed Data Sampling "Near Singular Matrix"
- Replies: 3
- Views: 4867
Mixed Data Sampling "Near Singular Matrix"
Hi, I am trying to estimate the MIDAS models of clements and galvao (2008) in order to estimate GDP growth using the leading indicators. The leading indicator I am using to estimate gdp growth is new building permits and the equation i am trying to estimate is equation 3 in the attached page; with m...