Search results: tag:"econometrics" - MATLAB Answers

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How to get GARCH parameters into a vector

Asked by DoVile Last Name: on 8 Apr 2013

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Simple econometric regression

Asked by Marcin Kuc on 1 Aug 2011

Latest activity Commented on by Shashank on 12 Jan 2013

Accepted Answer by Oleg Komarov

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using textscan to load numbers from txt file

Asked by DoVile Last Name: on 1 Jan 2013

Latest activity Commented on by DoVile Last Name: on 1 Jan 2013

Accepted Answer by Azzi Abdelmalek

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AR(1) parameters estimation with constant term

Asked by Eduardo on 23 Apr 2012

Latest activity Answered by ignacio rios on 20 Dec 2012

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Irregular intraday financial time-series data

Asked by Omer on 4 Dec 2012

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how to replicate blanchard and perotti?

Asked by Jennifer on 18 Nov 2012

Latest activity Commented on by Walter Roberson on 18 Nov 2012

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wald test or test of equality of means

Asked by Ahmad on 7 Oct 2012

Latest activity Answered by Tom Lane on 10 Oct 2012

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P-GARCH in matlab

Asked by Thibault on 9 Oct 2012

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Can I use R2011a Econometrics toolbox with R2010b Matlab installation?

Asked by matal on 11 Aug 2012

Latest activity Answered by Walter Roberson on 11 Aug 2012

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Econometrics Toolbox

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I need help using the "extract" function in Matlab

Asked by JZ on 7 Oct 2011

Latest activity Commented on by Nicolas on 8 Jul 2012

Accepted Answer by Wayne King

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Exponential Smooth Transition Autoregressive (ESTAR) Model

Asked by Niall on 6 Mar 2012

Latest activity Answered by Alon Sun on 3 Jun 2012

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Get Log Likelihood function equal to NaN when running VAR-estimation

Asked by Karl on 30 May 2012

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A question about Algebraic Riccatti Equations

Asked by Jing on 8 Apr 2012

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help with matlab code-PLEASE

Asked by Ozmando on 11 Jan 2012

Latest activity Commented on by Ozmando on 12 Jan 2012

Accepted Answer by Walter Roberson

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Engle Granger Test

Asked by Mrinal Varshney on 21 Nov 2011

Latest activity Commented on by Grzegorz Knor on 21 Nov 2011

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Copying rows from a matrix that meet a condition into new matrices

Asked by Timothy Stark on 4 Nov 2011

Latest activity Answered by Timothy Stark on 4 Nov 2011

Accepted Answer by Walter Roberson

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Econometric Estimation

Asked by Yossi sh on 12 Sep 2011

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extending cond. var. equation in GARCH-type models

Asked by Jose on 6 Sep 2011

Latest activity Answered by Oleg Komarov on 6 Sep 2011

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Algorithmic Trading: How to access real money and make real transactions

Asked by Jordan on 23 Aug 2011

Latest activity Commented on by Oleg Komarov on 24 Aug 2011

Accepted Answer by Walter Roberson

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Need help for Augmented dickey fuller test

Asked by Arun Maari Rajha K V on 8 Aug 2011

Latest activity Commented on by Oleg Komarov on 8 Aug 2011

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Maximum Likelihood - Multinomial Probit Model

Asked by Renoir Vieira on 3 Jun 2011

Latest activity Answered by Tom Lane on 12 Jun 2011

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Build new series with two series?

Asked by Patrick on 31 May 2011

Latest activity Commented on by Oleg Komarov on 31 May 2011

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Econometrics Toolbox

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Backtest of Forecasting

Asked by Patrick on 31 May 2011

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Econometrics Toolbox

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MOVING CORRELATIONs AND PLOT in a TIME SERIES FORMAT

Asked by Marco on 27 May 2011

2answers

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Regression Estimates, Maximum Likelihood, Ordinary Least Squares

Asked by Lu on 14 May 2011

Latest activity Commented on by Lu on 14 May 2011

Accepted Answer by Oleg Komarov

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Search MATLAB Answers

How to get GARCH parameters into a vector

Simple econometric regression

using textscan to load numbers from txt file

AR(1) parameters estimation with constant term

Irregular intraday financial time-series data

how to replicate blanchard and perotti?

wald test or test of equality of means

P-GARCH in matlab

Can I use R2011a Econometrics toolbox with R2010b Matlab installation?

I need help using the "extract" function in Matlab

Exponential Smooth Transition Autoregressive (ESTAR) Model

Get Log Likelihood function equal to NaN when running VAR-estimation

A question about Algebraic Riccatti Equations

help with matlab code-PLEASE

Engle Granger Test

Copying rows from a matrix that meet a condition into new matrices

Econometric Estimation

extending cond. var. equation in GARCH-type models

Algorithmic Trading: How to access real money and make real transactions

Need help for Augmented dickey fuller test

Maximum Likelihood - Multinomial Probit Model

Build new series with two series?

Backtest of Forecasting

MOVING CORRELATIONs AND PLOT in a TIME SERIES FORMAT

Regression Estimates, Maximum Likelihood, Ordinary Least Squares