jstriaukas
commented
3 years ago Hi Kris.
We have recently updated midasml package for R, and I had in mind updating midasmlpy. It depends on what you want to run - standard MIDAS regressions or regressions or regularized versions. You can write me more details at @.*** and we can discuss further. Thanks!
On Fri, 7 May 2021 at 02:03, Kris Stern @.***> wrote:
Hi @jstriaukas https://github.com/jstriaukas I am currently doing some research on credit risk that may need the use MIDAS for studying mixed-frequency data in a given sample and found your work-in-progress repo here for a Python version of the MIDAS package. Instead of starting all over my own, I am wondering if any help is needed to bring the project to fruition?
If the answer is yes, could you please let me know the tasks I will need to do. Thanks!
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-- Jonas Striaukas
Research Fellow at F.R.S.-FNRS, UC Louvain https://jstriaukas.github.io/
slim-patchy
Hi @jstriaukas I am currently doing some research on credit risk that may need the use MIDAS for studying mixed-frequency data in a given sample and found your work-in-progress repo here for a Python version of the MIDAS package. Instead of starting all over my own, I am wondering if any help is needed to bring the project to fruition?
If the answer is yes, could you please let me know the tasks I will need to do. Thanks!