Translating standard MIDAS regressions (optimization based on analytical gradients) from R: https://github.com/jstriaukas/midasml/blob/master/R/midas.solvers.R function: optim_ardl_beta
Translating standard MIDAS regressions (optimization based on analytical gradients) from R:
https://github.com/jstriaukas/midasml/blob/master/R/midas.solvers.R
function: optim_ardl_beta