Statistics
RANK
5,315
of 300,750
REPUTATION
9
CONTRIBUTIONS
5 Questions
1 Answer
ANSWER ACCEPTANCE
20.0%
VOTES RECEIVED
3
RANK
of 21,057
REPUTATION
N/A
AVERAGE RATING
0.00
CONTRIBUTIONS
0 Files
DOWNLOADS
0
ALL TIME DOWNLOADS
0
RANK
of 170,655
CONTRIBUTIONS
0 Problems
0 Solutions
SCORE
0
NUMBER OF BADGES
0
CONTRIBUTIONS
0 Posts
CONTRIBUTIONS
0 Public Channels
AVERAGE RATING
CONTRIBUTIONS
0 Discussions
AVERAGE NO. OF LIKES
Feeds
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-...
12 years ago | 0 answers | 0
0
answersQuestion
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...
12 years ago | 0 answers | 0
0
answersQuestion
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...
12 years ago | 0 answers | 0
0
answersQuestion
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...
12 years ago | 1 answer | 1
1
answerMatlab Help: Matrix Reduction Algorithm ???
Hello Usman Ali, the following code works for me: % scennum_fav is the favored scenario number after reduction sc...
13 years ago | 2
| accepted
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 ...
13 years ago | 1 answer | 0
