I need to run MIDAS regression. Can someone help me get the Matlab codes for the following title?

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Muhammad Anees

Thanks Bart. Already worked that way. Thanks very much for your nice response.

Vaidotas Zemlys

There is an R package which does that too: http://mpiktas.github.io/midasr/. Just FYI.

Dear Zemlys, Its too nice to get it in R, my favorite source for analysis. Let me know if I can be help in any way in return.

Use it and submit bugs. The best help there is.

Definitely is on my mind.