Econometrics Toolbox 1.2

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

Introduction   Introduction to Econometrics Toolbox    Data Preprocessing   Using the Hodrick-Prescott Filter to Reproduce Hodrick and Prescott's Original Result    Model Specification   The Classical Model Misspecification Tests      Option Pricing   Pricing American Basket Options by Monte Carlo Simulation    Risk Management   Market Risk Using Bootstrapping and Filtered Historical Simulation    Market Risk Using Extreme Value Theory and Copulas  View All Demos 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.