wangqian1234 发表于 2017-3-23 17:15
MIDAS没有啊
新功能,多看教程撒
Mixed Data Sampling (MIDAS) Estimation:
EViews 9.5 introduces tools for Mixed Data Sampling (MIDAS) estimation. MIDAS regression is an estimation technique which allows for data sampled at different frequencies to be used in the same regression.
The MIDAS methodology (Ghysels, Santa-Clara, and Valkanov, (2002) and Gyhsels, Santa-Clara, and Valkanaov (2006), and Andreou, Ghysels, and Kourtellos (2010)) addresses the situation where the dependent variable in the regression is sampled at a lower frequency than one or more of the regressors. MIDAS incorporates the information in the higher frequency data into the lower frequency regression in a parsimonious, yet flexible fashion.
To estimate a MIDAS equation open the equation dialog by selecting Quick/Estimate Equation…, or by selecting Object/New Object…/Equation and then selecting MIDAS from the Method dropdown menu.