To cite package ‘midasml’ in publications use:

Striaukas J, Babii A, Beyhum J, Eric Ghysels (2025). midasml: Estimation and Prediction Methods for High-Dimensional Mixed Frequency Time Series Data. R package version 0.1.11, https://CRAN.R-project.org/package=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 Jad Beyhum and {Eric
      Ghysels}},
    year = {2025},
    note = {R package version 0.1.11},
    url = {https://CRAN.R-project.org/package=midasml},
  }