To cite package ‘midasml’ in publications use:

Striaukas J, Babii A, Eric Ghysels (2022). midasml: Estimation and Prediction Methods for High-Dimensional Mixed Frequency Time Series Data. R package version 0.1.10, https://github.com/jstriaukas/midasml.

Corresponding BibTeX entry:

  @Manual{,
    title = {midasml: Estimation and Prediction Methods for
      High-Dimensional Mixed Frequency Time Series Data},
    author = {Jonas Striaukas and Andrii Babii and {Eric Ghysels}},
    year = {2022},
    note = {R package version 0.1.10},
    url = {https://github.com/jstriaukas/midasml},
  }