Midas 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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alinemouracs
Posts: 11
Joined: Mon Jan 09, 2017 11:28 am

Midas VAR

Postby alinemouracs » Tue May 09, 2017 12:38 pm

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.

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

Re: Midas VAR

Postby EViews Gareth » Tue May 09, 2017 12:45 pm

No, EViews does not yet have MIDAS VAR.

MIDAS VAR is one implementation of mixed frequency VAR


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