05 May 2015 2 6K Report

Apart from MIDAS regression of Ghysels et al, what other additional method(s)  someone can implement to allow for the inclusion of different variables (DV and IVs) with different frequencies in the regression model.

More Abdelrazzaq Alrababa'a's questions See All
Any advice on how to extract beta coefficient series from nonlinear regression in Stata?

I have the following non-linear regression: nl(dv={b0}+(dummy)*({b1}*IV1+{b2}*IV2)),vce (hac nw 8) and I want to access the b1 and b2 coefficient SERIES please advice. gen b1series=_b[/b1] gives...

11 December 2015 1,145 2 View

Output of non-liear reg from stata into word doc?

hi ; how to export the output of the non-liear reg from stata into word, can i use the outreg2? please write the command?

04 May 2015 8,553 0 View

How to forecast the volatility models in matlab? How to get the error measures RMSE,MAPE,SE,R square?

Can anybody advise how to forecast and get goodness of fit measures in Matlab. I am using different models. I already divided my full sample time series randomly into training and testing. I...

31 December 2013 898 4 View

Which is the best regularization technique to use with GA-HMM model?

I am using hybrid model in time series forecasting with Matlab and already randomly divided the data into training and testing but need to know which is the most appropriate ( and easy as...

31 December 2013 8,198 1 View

Is ridge regression a suitable method to analyse stock price time series?

I will test the accuracy of GARCH models (EGARCH ,GARCH normal, FGARCH, APARCH), EWMA model, GA-HMM hybrid, extreme value theory on daily, weekly and monthly datasets. I used Matlab and randomly...

31 December 2013 2,797 0 View

Using genetic algorithm for time series prediction and preprocessing the data?

Should I use preprocessing techniques (such as cross validation or clustering data mining) to prepare my stock price time series data before I apply the GA. What is the minimum number of...

31 December 2013 1,759 5 View

Similar questions and discussions
How can I prepare virus for a TEM or SEM imaging?

I have virus (viral hemorrhagic septicemia virus) in suspension and the experiment will not involve cells. What level of TCID50 is preferred?

11 August 2024 3,115 1 View

Handling Missing Data and Building a Predictive Model with Incomplete Information ?

I am developing a predictive model for a water supply network that involves 20 influencing points. However, I only have historical data for 10 out of these 20 points. I would like to know how to...

10 August 2024 4,005 2 View

Is it possible to use the Fused Deposition Modeling (FDM) to additively manufacture interconnected porous structure generation of >100-200 micrometer?

Usually, additive manufacturing techniques like SEBM, SLS, and SLM are used for interconnected porous lattice structure generation with sizes of >100–200 micrometers. Can the Fused Deposition...

09 August 2024 7,892 0 View

How to define an anisotropic material with asymmetric elastic compliance/stiffness matrix in ANSYS APDL?

I need to model an anisotropic material in which the Poisson's ratio ν_12 ≠ ν_21 and so on. Therefore, the elastic compliance matrix wouldn't be a symmetric one. In ANSYS APDL, for TB,ANEL...

09 August 2024 5,048 2 View

How can I apply boundary conditions in an orthotropic steel deck numerical model using ABAQUS software?

I am trying to simulate vehicular loading on an orthotopic steel deck bridge section in ABAQUS software. The red arrow mark in the attached figure indicates the direction in which the vehicle will...

08 August 2024 719 0 View

Can you suggest reliable sources defining "3D mesh" and "3D city models"?

Dear fellow researchers, I am currently working on a paper where I need to provide a reliable reference that defines and distinguishes between 3D mesh models and 3D city models. Although I am...

06 August 2024 9,986 2 View

Is there an alternative to a multinomial regression which allows the DV to be non mutually exclusive?

I am trying to analyse data from a survey examining what variables affect teachers perceived barriers to incorporating technology into their classroom. I have 5 predictor variables however my DV...

06 August 2024 1,752 3 View

In order to run Multinomial Logistic Regression, is it required that the data be in the long format?

I am using unit level data (IHDS round 2) & Stata 17

06 August 2024 5,725 2 View

Please explain how the plastic input value should be considered from the true stress-strain curve for the bilinear elastoplastic material model ?

I am working on Abaqus/Explicit(Quasistatic ) for the deformation of the auxetic structure model. Please explain how the plastic input value should be considered from the true stress-strain curve...

05 August 2024 454 3 View

What are the shear and normal stiffness values of an LLDPE liner in 3D numerical modeling of a stockpile?

I am seeking experimental or applicable data for the liner (LLDPE) interface in FLAC3D numerical modeling of a large stockpile. Could you please recommend suitable references? The preferred data...

05 August 2024 3,665 0 View

Our partners will collect data and use cookies for ad personalization and measurement. Learn how we and our ad partner Google, collect and use data. Agree & close