MIDAS and VAR

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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economist88
Posts: 1
Joined: Tue Feb 28, 2017 6:51 am

MIDAS and VAR

Postby economist88 » Thu Mar 02, 2017 7:26 am

Hello,

Is it possible to use the MIDAS function when running a VAR?

Thank you.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: MIDAS and VAR

Postby EViews Gareth » Thu Mar 02, 2017 8:38 am

Not currently.

Was there a specific MIDAS-VAR method you were interested in?
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