Mixed data sampling
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Mixed data sampling (MIDAS) is an econometric regression or filtering method developed by Ghysels et al. A simple regression example has the regressor appearing at a higher frequency than the regressand:
where y is the regressand, x is the regressor, m denotes the frequency - for instance if y is yearly 
is quarterly - ε is the disturbance and B(L1 / m;θ) is a lag distribution, for instance the Beta function or the Almon lag.
