Econometrics Toolbox

Learn more about Econometrics Toolbox through product demos and online seminars that highlight features or application examples.

Introduction Video   Introduction to Econometrics Toolbox   6:26 Develop a predictive time-series model of a stock index.   Data Preprocessing html demo   Using the Hodrick-Prescott Filter to Reproduce Hodrick and Prescott's Original Result     Model Specification html demo   The Classical Model Misspecification Tests       Option Pricing html demo   Pricing American Basket Options by Monte Carlo Simulation     Multiple Time Series Modeling html demo   Modeling the United States Economy     Risk Management html demo   Using Bootstrapping and Filtered Historical Simulation to Evaluate Market Risk   html demo   Using Extreme Value Theory and Copulas to Evaluate Market Risk   View demos for other products Trial Software Available Licensed Users: Download a 15-day trial of most MathWorks products (login required). Don't Have a License? Request trial software and a MathWorks representative will call to get you started.