MIDAS regression and constant

[Bablowski]

Hello,

I use MIDAS regression tool in EViews for estimation. I would like to ask if there is any way how to get rid of the constant from the model. I mean the situation when constant is statistically insignificant. When I remove it from the box, EViews won't let me estimate the model and gives me an error window.

Thank you for any help

[EViews Gareth]

EViews requires at least one constant or lower frequency regressor. There is no way around this.

[KrilleJ]

Hi,

Gareth previously posted a code for constructing regressors for the simple case of an Almon/PDL MiDaS model. Provided that you are restricting yourself to the Almon/PDL case, constructing these regerssors would allow you to set up a model without constant.

A link to the program is:
http://forums.eviews.com/viewtopic.php?f=4&t=14464

/K