CALEF ALEJANDRO RODRIGUEZ CUEVAS
2012-Nov-06 21:08 UTC
[R] Mixed Data Sampling Regression Models
Hi everybody. I was wondering if there's any package available that can handle Mixed Data Sampling Regression Models. Thanks a lot for your help. [[alternative HTML version deleted]]
Hi: Assuming that you're talking about "MIDAS", that question is more relevant to R-Sig-Finance. I don't know if there's anything in R but google for eric ghysels website because he is the originator of that approach. He may have some code ( my guess is matlab rather than R ) at his site ? On Tue, Nov 6, 2012 at 4:08 PM, CALEF ALEJANDRO RODRIGUEZ CUEVAS < alejandro.rodriguez.cuevas@gmail.com> wrote:> Hi everybody. > > I was wondering if there's any package available that can handle Mixed Data > Sampling Regression Models. > > Thanks a lot for your help. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >[[alternative HTML version deleted]]