mpiktas/midasr: Mixed Data Sampling Regression
Methods and tools for mixed frequency time series data analysis. Allows estimation, model selection and forecasting for MIDAS regressions.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | GPL-2 | MIT + file LICENCE |
| Version | 0.9 |
| URL | http://mpiktas.github.io/midasr/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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