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MIDAS and VAR
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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?