Construct · 1 fields · 1 citations

MIDAS regression: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Econometrics

regression that links a low-frequency outcome to high-frequency predictors through a compact lag weighting function.

In econometrics, MIDAS regression refers to regression that links a low-frequency outcome to high-frequency predictors through a compact lag weighting function. This meaning comes from Ghysels (2007) in Econometric Reviews.[1]

Unit
Recovery means
Measured by

Run it through the Collider, or take the citations with you.

See how MIDAS regression sits against neighbouring constructs in the Collider, or export every reference on this page in one click.

Open in Collider Export BibTeX Report this entry

Nearby constructs

function5 fields · 6 citationsjingle · one word, five constructs regression4 fields · 5 citationsjingle · one word, four constructs

References

Ghysels, E., Sinko, A., & Valkanov, R. (2007). MIDAS Regressions: Further Results and New Directions. Econometric Reviews, 26(1), 53-90. https://doi.org/10.1080/07474930600972467

Cited on this page?

Confirm your construct, or correct us.

If your work is cited behind one of these entries, you know better than we do whether we captured the meaning right. Confirm it, suggest an edit, or dispute it, and your name goes on the entry as an author who has checked it, linked to your ORCID.

Claim your construct