Stata commands for Mixed-Frequency Data Sampling (MIDAS): bumidas and umidas for unrestricted selection and estimation, rmidas for restricted estimation, and mfcollapse for constructing mixed-frequency data. Includes examples, tests, simulations, and an empirical application to exchange rate forecasting.
time-series stata econometrics forecasting midas mixed-frequency-data temporal-aggregation umidas rmidas bumidas
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Updated
Oct 7, 2026 - Stata