Sarunas Girdenas
University of Exeter
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Feeds
Submitted
Polynomial Fit Using Batch Gradient Descent
Function fits polynomial of desired order using batch gradient algorithm
11 years ago | 2 downloads |
Submitted
transition_matrix.m
This code extracts transition matrices from dynare output for a convenient use
12 years ago | 2 downloads |
Submitted
Rolling Window FIGARCH Forecast
This code uses rolling window FIGARCH model estimates to compute forecasts.
12 years ago | 1 download |
