Re: [R] Mixed Data Sampling Regression Models

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

[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]] __ R-help@r-project.org mailing list https://stat.ethz.ch/ma