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Marco B.


ECB / Frankfurt University

Active since 2010

Professional Interests: macroeconomics, monetary economics, epidemiology of expectations, non- and semiparametric econometrics, density forecasting, simulation modeling

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Nearest positive semi-definite covariance matrix
Find nearest positive semi-definite matrix to a symmetric matrix that is not positive semi-definite

10 years ago | 2 downloads |

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Fan chart
Fan chart

11 years ago | 4 downloads |

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EM Algorithm: i.i.d. Mixture Distribution
Maximum likelihood estimation of parameters from 2-state i.i.d. Normal mixture

11 years ago | 2 downloads |

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Forward Stepwise Regression Algorithm
Forward stepwise model selection algorithm (FSRA)

11 years ago | 1 download |