type="main" xml:id="rssa12043-abs-0001" <title type="main">Summary</title> <p>Mixed data sampling (MIDAS) regressions allow us to estimate dynamic equations that explain a low frequency variable by high frequency variables and their lags. When the difference in sampling frequencies between the regressand and the regressors...</p>

Mixed-data sampling (MIDAS) regressions allow to estimate dynamic equations that explain a low-frequency variable by high-frequency variables and their lags. When the difference in sampling frequencies between the regressand and the regressors is large, distributed lag functions are typically...