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Question
How do I calculate standard errors for mean reversion parameter estimates?
Hi, I use the following code from <http://www.mathworks.com/matlabcentral/fileexchange/28056-energy-trading-risk-management-...
plus de 12 ans il y a | 1 réponse | 0
0
réponseQuestion
Calibrate VARMA Model using Econometrics Toolbox
Hi, I try to estimate a VARMA model of which I dont know the parameter values using the function vgxvarx. First I specified t...
plus de 12 ans il y a | 1 réponse | 0
0
réponseQuestion
How do I create conditional density forecasts?
Hi all, I have estimated several stochastic processes. In order to test for the goodness-of-fit I need to build first density...
plus de 12 ans il y a | 1 réponse | 0
0
réponseQuestion
Goodness of fit - Diebold, Gunther and Tay Approach - Probability Integral Transform - Kolmogorov
Hi, folks! I need to evaluate the goodness of fit of a few simple models for financial data. So far i have estimated the para...
plus de 12 ans il y a | 1 réponse | 1
1
réponseMatlab Help: Matrix Reduction Algorithm ???
Hello Usman Ali, the following code works for me: % scennum_fav is the favored scenario number after reduction sc...
plus de 13 ans il y a | 2
| A accepté
Question
Econometrics Toolbox VAR Model Case Study - which data for model specification?
Hi all, I have a question related to the VAR Model Case Study in the Matlab help file. After transforming the input data for ...
plus de 13 ans il y a | 1 réponse | 0
