jstriaukas / midasmlpy Star 30 Code Issues Pull requests Python implementation of the midasml approach machine-learning time-series forecasting-models sparse-group-lasso nowcasting-models mixed-frequency-data midas-regression Updated May 15, 2025 Fortran
marcburri / bridgr Star 5 Code Issues Pull requests Bridging Time Series Frequencies for Nowcasting time-series forecasting nowcasting time-series-models bridge-regression mixed-frequency-data midas-regression Updated Apr 21, 2026 R
theov07 / GDP_Forecasting_With_MIDAS_Regressions Star 1 Code Issues Pull requests Forecasting GDP using MIDAS regressions with mixed-frequency macroeconomic indicators; includes data preparation, model estimation, and evaluation. python time-series econometrics forecasting gdp-forecasting mixed-frequency-data high-frequency-data midas-regression macroeconomic-forecasting Updated Feb 1, 2026 Jupyter Notebook