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Midas VAR

Posted: Tue May 09, 2017 12:38 pm
by alinemouracs
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.

Re: Midas VAR

Posted: Tue May 09, 2017 12:45 pm
by EViews Gareth
No, EViews does not yet have MIDAS VAR.

MIDAS VAR is one implementation of mixed frequency VAR