Alessandra Costa
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Question
robustvcv matlab function error message
Good morning to everyone, I had an error when I try to estimate a robust variance covariance matrix, using robustvcv. In particu...
presque 7 ans il y a | 1 réponse | 0
0
réponseQuestion
MaxFunEvals fmincon default option
Good evening to everyone, I would like to know how I can chang the MaxFunEvals number using fmincon. Before calling the optimiza...
presque 7 ans il y a | 1 réponse | 0
1
réponseQuestion
Problem in likelihood convergence
Good evening to everyone, I coded an entire model in Matlab about multivariate time series and I adopted as optimization solver ...
presque 7 ans il y a | 1 réponse | 0
0
réponseQuestion
IMPOSING CONSTRAINTS in FMINCON
Hi to everyone, I would like to know if is it possible to insert a constraint on fmincon, that works on parameters, in the sense...
environ 7 ans il y a | 1 réponse | 0
1
réponseQuestion
Error in fmincon-NaN values
Hi to everyone, I work with a matrix of time series (21 financial time serie), and I'm trying to use fmincon optimization functi...
environ 7 ans il y a | 1 réponse | 0
1
réponseQuestion
Error in barrier function-fmincon
Hello to everybody, I setted a gamma log likelihood function and then I try to use fmincon function, because it is a constraint...
environ 7 ans il y a | 1 réponse | 0
0
réponseQuestion
Constraints on a set of parameter in the likelihood function with fmincon
Hello to everyone, I setted a gamma loglikelihood function in Matlab, defined through a set of parameter theta, that is a 4 by 1...
environ 7 ans il y a | 2 réponses | 0
2
réponsesQuestion
Hi everybody, are there codes in Matlab for the estimation of a multivariate MEM model and the multivariate HAR model? Thank you so much
I'm trying to implement those kind of models in Matlab, but I've some difficult in their estimation. The MEM model should be the...
plus de 7 ans il y a | 1 réponse | 0
0
réponseMultiplicative Error Model estimation
I've the same question. is there a code for MEM estimation?
plus de 7 ans il y a | 0
