EViews.com

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

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