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I have a dataset in which I am regressing an output variable which changes daily to 4 independent variables. 3 of these variables changes on a daily frequency, but the other one changes on a quarterly basis. How should I go about such a regression task? Should I take daily data and keep that one variable constant for a quarter or should I do quarterly regression. Is there another way to handle such data?

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  • $\begingroup$ It is measured only on a quarterly basis $\endgroup$ – Dhruv Mahajan Jul 4 at 11:24
  • $\begingroup$ I'm taking about GDP growth rate $\endgroup$ – Dhruv Mahajan Jul 4 at 11:25

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