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MIDAS and VAR

Posted: Thu Mar 02, 2017 7:26 am
by economist88
Hello,

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

Thank you.

Re: MIDAS and VAR

Posted: Thu Mar 02, 2017 8:38 am
by EViews Gareth
Not currently.

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