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Imner Renmi


Active since 2015

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Index of the row
Hi, I have a 5000 by 1 vector and I have a scalar, which is NOT part of the vector. I want to find the row number of the clos...

8 years ago | 2 answers | 0

2

answers

Question


how to find the index of the row
Hi, I want to get the row number in the following case. Say one has a 5 by 1 vector [1;2;3;4;5]. If I have the scalar '4.5...

8 years ago | 3 answers | 0

3

answers

Question


Draw random number from Normal distribution past a threshold value
Hi, I want to draw values that are larger than 1.96 from a normal distribution. Anyone know how I can do this in matlab. Is t...

8 years ago | 2 answers | 0

2

answers

Question


Draw random variables student t distribution
I want to draw standardized values with a t-distribution, so I want to generate iid numbers from the student-t distribution with...

8 years ago | 1 answer | 0

1

answer

Answered
How to get the historical GARCH Variance
Never mind, I found the answer to my question on the following link: http://nl.mathworks.com/help/econ/infer-conditional-vari...

8 years ago | 0

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Question


How to get the historical GARCH Variance
When one constructs forecasts with a GJR-GARCH model, the output matlab gives is the variance forecast (i.e. $\sigma^2_{t+1}$). ...

8 years ago | 1 answer | 0

1

answer

Question


How to impose restrictions on a parameter matrix
Suppose you want to estimate a VAR(1) model and you declare the matrix X (independent variable) and Y (dependent variable). ...

8 years ago | 1 answer | 1

1

answer