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WMendieta89


2 total contributions since 2015

Excel, Stata and Matlab enthusiastic. My interest are economics, econometrics, forecasting, midas regressions, bayesian econometrics and dsge models.

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Forecast accuracy and forecast combinations
Is it possible to perform the Diebold and Mariano test across different forecast, which werw obtained through different forecast...

4 years ago | 0 answers | 0

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Question


How to perform an h-step ahead forecast using MIDAS toolbox?
Hi! Does anyone know how to perform an h-step ahead forecast using the MIDAS toolbox from Hang Quian? I would be deeply thankful...

4 years ago | 0 answers | 0

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