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- Fri Sep 13, 2013 3:40 am
- Forum: Programming
- Topic: Programming tips for ARDL and MIDAS
- Replies: 0
- Views: 1415
Programming tips for ARDL and MIDAS
Hi, I am looking to forecast quarterly GDP from monthly indicators and need to build the entire framework through codes in EViews. Would be great if I can get some guidance on the coding for MIDAS and ARDF (step by step). A reference link / book will also be useful if details can't be provided here....