MIDAS MODELS

[fsaunders]

Hello everyone,

I am evaluating the predictive capacity of the MIDAS Models. For this, I have used the MIDAS models that eviews has available, such as PDL/ALMON; GET-MIDAS; and GETS-MIDAS with saturation indicator. I would like to be able to find some bibliography to understand the mathematical foundation of each of the aforementioned models.

I will appreciate any help...

Thank you very much in advance!

[EViews Gareth]

The help documentation has full references.

[fsaunders]

Thank you very much Gareth!
Could you tell me where this information is? I'm new to this platform and I don't know where I can find the information you tell me.
As I mentioned, I would like to see the mathematical specification of each model.
Thanks again

[EViews Gareth]

https://eviews.com/help/helpintro.html# ... nd.html%23

[fsaunders]

Thanks Gareth, I am so glad for all your help!!!!

[EViews Gareth]

This is also probably useful:
https://blog.eviews.com/2023/09/nowcast ... using.html