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Date: Updated Submitted Time Frame: All Time Last 30 Days Last 7 Days			1 - 13 of 13
Date	File	Tags	Downloads (last 30 days)	Comments	Ratings
27 Oct 2009	MS_Regress - A Package for Markov Regime Switching Models in Matlab Functions to Estimate, Simulate and Forecast a markov switching model in Matlab Author: Marcelo Perlin	markov switching, statistics, modeling, regression, analysis, optimization	464	22	4.07692 4.1 \| 14 ratings
19 Oct 2009	ARFIMA simulations Time series simulation with ARFIMA models. Author: Simone Fatichi	time series, statistics, ar, arfima, ma, farima	118	0
20 Aug 2009	Very large AR regressions Very large autoregressions Author: Alexander Migita	least squares, ols, econometrics, autoregression	19	0
15 Aug 2009	Heteroskedasticity test White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf. Author: Oleg Komarov	white, heteroskedasticity, econometrics, test, breush_pagan	53	2
15 Jun 2009	Temporal Disaggregation Library Temporal disaggregation of economic time series Author: Enrique M. QUILIS	interpolation, modeling, benchmarking, statistics, extrapolation, econometrics	24	0
22 May 2009	Estimation and Simulation of ACD models in MatLab Functions and Scripts for Simulation and Estimation of ACD models Author: Marcelo Perlin	acd models, finance, financial econometric..., analysis, point process, modeling	123	2	5.0 5.0 \| 2 ratings
15 Apr 2009	bbcorr: Bootstrap statistics for Pearson's correlation coefficient Double block bootstrap percentile confidence interval for Pearson's r and Fisher's z. Author: Thomas Maag	time series, regression, statistics, econometrics	54	0
15 Apr 2009	bbcorrdiff: Bootstrap statistics for the difference of correlation coefficients Double block bootstrap confidence interval for the difference of two correlation coefficients. Author: Thomas Maag	time series, regression, statistics, econometrics	42	0
12 Apr 2009	ACMUB: Median Unbiased Estimation of the AR(p) Model Approximately median unbiased estimation of the AR(p) model following Andrews and Chen (1994). Author: Thomas Maag	regression, time series, statistics, econometrics	41	0
15 Jan 2009	GINV(X) GINV(X) computes a generalized inverse of matrix X. Author: Luis Frank	moorepenrose, matrix, statistics, econometrics	31	0
08 Nov 2008	Analytical solution for Orthogonal Linear Least Squares in two dimensions The function returns the Orthogonal Linear Least Squares estimate for parameters of line ax+by+c=0 Author: Francesco Pozzi	statistics, least squares, orthogonal linear lea..., probability, econometrics, orthogonal least squa...	162	0
26 Oct 2008	Introduction to Econometrics Toolbox The M-file for "Introduction to Econometrics Toolbox" webinar Author: Maziar Motahari	econometrics, garch, varma, timeseries, sde, varmax	45	0
09 Sep 2008	Estimation and Simulation of State Space (Kalman Filter) Models with Matlab Functions and Scripts for Simulation and Estimation of State Space models Author: Marcelo Perlin	analysis, modeling, statistics, probability, kalman filter, econometrics	199	3	1.66667 1.7 \| 3 ratings
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