Econometrics Toolbox
Product Description
- Econometrics Toolbox Introduction and Key Features
- Time-Series Modeling
- Model Identification and Analysis
- Parameter Estimation
- Monte Carlo Simulation
- Forecasting
- Cointegration Modeling
- Volatility Modeling
Parameter Estimation
With Econometrics Toolbox, you can perform parameter estimation (also known as model calibration) of univariate ARMAX/GARCH composite models, multivariate VAR/VARX models, and multivariate VEC models.
Interactively developing a GARCH(1,1) model and estimating the model parameters for NASDAQ daily returns in the command window.
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