EViews.com

Hello everyone,

I am evaluating the predictive capacity of the MIDAS Models. For this, I have used the MIDAS models that eviews has available, such as PDL/ALMON; GET-MIDAS; and GETS-MIDAS with saturation indicator. I would like to be able to find some bibliography to understand the mathematical foundation of each of the aforementioned models.

I will appreciate any help...

Thank you very much in advance!

The help documentation has full references.

Thank you very much Gareth!
Could you tell me where this information is? I'm new to this platform and I don't know where I can find the information you tell me.
As I mentioned, I would like to see the mathematical specification of each model.
Thanks again

Thanks Gareth, I am so glad for all your help!!!!

This is also probably useful:
https://blog.eviews.com/2023/09/nowcast ... using.html