I’ve decided to release a new version of midasr package. In this package the support is added for numerical gradient, exogenous variables and more complicated lag structure. The downloads are in the usual place.
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Econometrics and math related topics by Vaidotas Zemlys
I’ve decided to release a new version of midasr package. In this package the support is added for numerical gradient, exogenous variables and more complicated lag structure. The downloads are in the usual place.
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