nbetaMT

Calculate MIDAS weights according to normalized beta probability density function specification.
Compatible with the specification in MATLAB toolbox.

Methods and tools for mixed frequency time series data analysis.
Allows estimation, model selection and forecasting for MIDAS regressions.

Vaidotas Zemlys

midasr

Mixed Data Sampling Regression

Vaidotas Zemlys-Balevičius

Virmantas Kvedaras

nbetaMT function

<dl><dt>p</dt>
<dd>parameters for normalized beta probability density function</dd>
<dt>d</dt>
<dd>number of coefficients</dd>
<dt>m</dt>
<dd>the frequency ratio, currently ignored</dd></dl>

Arguments

Virmantas Kvedaras, Vaidotas Zemlys

Author

Normalized beta probability density function MIDAS weights specification (MATLAB toolbox compatible) — nbetaMT

<dl>

<dt>p</dt>
<dd>parameters for normalized beta probability density function</dd>


<dt>d</dt>
<dd>number of coefficients</dd>


<dt>m</dt>
<dd>the frequency ratio, currently ignored</dd>

</dl>

nbetaMT: Normalized beta probability density function MIDAS weights specification (MATLAB toolbox compatible)

Description

Usage

Value

Arguments

Author