MIDAS REGRESSION WITH DAILY DATA

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alinemouracs
Posts: 11
Joined: Mon Jan 09, 2017 11:28 am

MIDAS REGRESSION WITH DAILY DATA

Postby alinemouracs » Sat Feb 25, 2017 9:27 am

I am estimating a MIDAS regression with data on a daily, monthly, and quarterly frequency. The dependent variable is quarterly. When I add a maximum of 90 lags to be selected automatically, the program closes. When I add a maximum of 10 lags to be selected automatically, the program tries to estimate, but sends a memory error message. I would like to understand why this problem happens.

thanks
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: MIDAS REGRESSION WITH DAILY DATA

Postby EViews Gareth » Sat Feb 25, 2017 10:47 am

Can you provide the workfile and specification?
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