MIDASv2.2

代码说明：

说明：  midas混频回归，基于高频数据对高频数据做拟合回归使用(Midas mixing regression)

文件列表：

MIDASv2.2, 0 , 2020-05-25
MIDASv2.2\DEXJPUS.xls, 389632 , 2017-01-09
MIDASv2.2\DGS10.xls, 388608 , 2017-01-09
MIDASv2.2\DataQuantile.xlsx, 86974 , 2017-01-09
MIDASv2.2\DccMidas.m, 36891 , 2017-01-09
MIDASv2.2\ForecastCombine.m, 2990 , 2017-01-09
MIDASv2.2\GarchMidas.m, 34087 , 2017-01-09
MIDASv2.2\INDPRO.xls, 25600 , 2017-01-09
MIDASv2.2\MIDAS_ADL.m, 28078 , 2020-05-21
MIDASv2.2\MIDAS_Usersguide_V2.2.pdf, 645274 , 2017-01-09
MIDASv2.2\MidasQuantile.m, 18941 , 2017-01-09
MIDASv2.2\MixFreqData.m, 14958 , 2017-01-09
MIDASv2.2\NASDAQCOM.xls, 390656 , 2017-01-09
MIDASv2.2\Readme.txt, 1105 , 2017-01-09
MIDASv2.2\appADLMIDAS1.m, 4026 , 2020-05-26
MIDASv2.2\appADLMIDAS2.m, 3376 , 2017-01-09
MIDASv2.2\appADLMIDAS3.m, 2700 , 2020-05-21
MIDASv2.2\appADLMIDAS4.m, 1348 , 2017-01-09
MIDASv2.2\appDCCMIDAS1.m, 3786 , 2017-01-09
MIDASv2.2\appGARCHMIDAS1.m, 3479 , 2017-01-09
MIDASv2.2\appMidasQuantile1.m, 1160 , 2017-01-09
MIDASv2.2\data.mat, 11863 , 2020-05-20
MIDASv2.2\mdata.xlsx, 36103 , 2020-05-20
MIDASv2.2\mfrvobj_adl.m, 595 , 2017-01-09
MIDASv2.2\mydata.xlsx, 49384 , 2017-01-09
MIDASv2.2\pca.xlsx, 48258 , 2020-05-21
MIDASv2.2\pcause.m, 72 , 2020-05-20
MIDASv2.2\private, 0 , 2020-05-25
MIDASv2.2\private\HAC_kernel.m, 501 , 2017-01-09
MIDASv2.2\private\aicbic.m, 232 , 2017-01-09
MIDASv2.2\private\almon_adl_new.m, 2080 , 2017-01-09
MIDASv2.2\private\almon_weights.m, 177 , 2017-01-09
MIDASv2.2\private\bnlsNN_adl_new.m, 4199 , 2017-01-09
MIDASv2.2\private\bnls_adl_new.m, 4130 , 2017-01-09
MIDASv2.2\private\enls1_adl_new.m, 3734 , 2017-01-09
MIDASv2.2\private\hessian.m, 4075 , 2017-01-09
MIDASv2.2\private\jacob.m, 485 , 2017-01-09
MIDASv2.2\private\midas_X.m, 4324 , 2017-01-09
MIDASv2.2\private\midas_sf_adl_new.m, 1938 , 2017-01-09
MIDASv2.2\private\ols.m, 1806 , 2017-01-09
MIDASv2.2\private\ssr_mfrvobj_adl.m, 173 , 2017-01-09
MIDASv2.2\private\var2struct.m, 235 , 2017-01-09
MIDASv2.2\ssr_r25_NN_adl_new.m, 1381 , 2017-01-09
MIDASv2.2\ssr_r25_adl_new.m, 928 , 2017-01-09
MIDASv2.2\test.m, 4043 , 2020-05-21
MIDASv2.2\test2.m, 123 , 2020-05-21
MIDASv2.2\基建增速.xlsx, 12106 , 2020-05-21
MIDASv2.2\建材超额.xlsx, 17190 , 2020-05-20
MIDASv2.2\建筑超额.xlsx, 17174 , 2020-05-20
MIDASv2.2\机械超额.xlsx, 17252 , 2020-05-20