Hi,
I would like to know is it possible to use the MIDAS when running a VAR?
And, mixed frequency VAR is the same method that MIDAS VAR?
Thanks.
Midas VAR
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EViews Gareth
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Re: Midas VAR
No, EViews does not yet have MIDAS VAR.
MIDAS VAR is one implementation of mixed frequency VAR
MIDAS VAR is one implementation of mixed frequency VAR
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