Programming tips for ARDL and MIDAS
Posted: Fri Sep 13, 2013 3:40 am
Hi,
I am looking to forecast quarterly GDP from monthly indicators and need to build the entire framework through codes in EViews. Would be great if I can get some guidance on the coding for MIDAS and ARDF (step by step). A reference link / book will also be useful if details can't be provided here.
Thanks,
J
I am looking to forecast quarterly GDP from monthly indicators and need to build the entire framework through codes in EViews. Would be great if I can get some guidance on the coding for MIDAS and ARDF (step by step). A reference link / book will also be useful if details can't be provided here.
Thanks,
J