nbetaMT

parameters for normalized beta probability
  density function

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

Econometric methods for mixed frequency time series data analysis

Vaidotas Zemlys

midasr

Mixed Data Sampling Regression

nbetaMT function

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

nbetaMT: Normalized beta probability density function MIDAS weights specification (MATLAB toolbox compatible) Calculate MIDAS weights according to normalized beta probability density function specification. Compatible with the specification in MATLAB toolbox.

Description

Usage

Arguments

Value