Hello!
Does anyone know if there is a version of eviews that allows me to estimate a MIDAS-AR model? Currently, I have version 12, but in this version the MIDAS-AR model option is not available. Therefore, I have no idea how to program this type of models in eviews.
I would appreciate any comments.
Thanks in advance!
How to program a MIDAS-AR model in eviews?
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Re: How to program a MIDAS-AR model in eviews?
Midas models (including AR) are a built in feature.
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Re: How to program a MIDAS-AR model in eviews?
Thanks so much for your comment!
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