midasml-package: midasml

midasml-packageR Documentation

midasml

Description

Estimation and Prediction Methods for High-Dimensional Mixed Frequency Time Series Data

Author(s)

Jonas Striaukas (maintainer) jonas.striaukas@gmail.com, Andrii Babii andrii@email.unc.edu, Eric Ghysels eghysels@unc.edu


jstriaukas/midasml documentation built on Oct. 5, 2022, 12:18 a.m.