nbetaMT

parameters for normalized beta probability density function

the frequency ratio, currently ignored

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.

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

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.

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