Calculates the gradient of generalized exponential MIDAS lag specification
genexp_gradient(p, d, m)a vector of coefficients
a vector of parameters
number of coefficients
the frequency, currently ignored
Virmantas Kvedaras, Vaidotas Zemlys
Generalized exponential MIDAS lag specification is a generalization of exponential Almon lag. It is defined as a product of first order polynomial with exponent of the second order polynomial. This spefication was used by V. Kvedaras and V. Zemlys (2012).
Kvedaras V., Zemlys, V. Testing the functional constraints on parameters in regressions with variables of different frequency Economics Letters 116 (2012) 250-254