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Econometrics (162)
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X-13 Toolbox for Seasonal Filtering Matlab toolbox providing access to X-13 seasonal adjustment programs of the US Census Bureau. Community
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MIDAS Matlab Toolbox Repack of Mi(xed) Da(ta) S(ampling) regressions (MIDAS) written by Eric Ghysels and collaborators Community
- 8.4K
- 4.80 / 5
PLS-SEM Toolbox Structural Equation Model through Partial Least Squares approach (PLS-SEM) Community
- 3.7K
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See Also
Andy Weir. Deep Decay - Z33How AMZ Racing Designed the Motor Controller to Achieve 0 to 100 km/h in 0.956 Secondsa-must-read-the-south-african-transformative-style-is-blocking-all-progress/Canadian Recreation Solutions on LinkedIn: #miracleofplay #playground #landscapearchitecture #urbanplanning… Markov Decision Processes (MDP) Toolbox Functions related to the resolution of discrete-time Markov Decision Processes. Community
- 15.2K
- 5.00 / 5
Stock Prediction Using ARIMA Use ARIMA Model to predict real life stock data Community
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- 4.00 / 5
Partial Least-Squares and Discriminant Analysis A tutorial and tool using PLS for discriminant analysis. Community
- 12.4K
- 4.90 / 5
Dynamic Copula Toolbox 3.0 Functions to estimate copula GARCH and copula Vine models. Community
- 8.2K
- 4.80 / 5
11 Classical Time Series Forecasting Methods in MATLAB In this article, it listed some classical time series techniques available in MATLAB, you may try them on your forecasting problem. Community
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- 5.00 / 5
Toolbox for Structural Equation Modelling (SEM) Toolbox to specify, fit and evaluate SEM models Community
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Risk and Asset Allocation Software for quantitative portfolio and risk management Community
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- 4.80 / 5
Long Term Energy Forecasting with Econometrics in MATLAB Dynamic energy demand forecasting using Econometrics (ARIMA/VAR/GARCH) Community
- 4K
- 4.00 / 5
Global Optimization with MATLAB Demo files from the 2010 webinar "Global Optimization with MATLAB Products" Community
- 12.7K
- 4.80 / 5
Temporal disaggregation Temporal disaggregation, interpolation and extrapolation of time series. Methods: univariate (with or without indicators) and multivariate. Community
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Toolkit on Econometrics and Economics Teaching Many MATLAB routines related to econometrics, statistics and introductory economics teaching. Community
- 9K
- 4.60 / 5
applyhatch_plusC Modification of APPLYHATCH_PLUS, allowing for color and variable thickness for hatch patterns. Community
- 11.2K
- 4.20 / 5
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Systemic Risk A framework for systemic risk valuation and analysis. Community
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image segmentation based on Markov Random Fields I have written codes for image segmentation based on Markov Random Fields. Community
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ARfit Estimation of parameters and eigenmodes of multivariate autoregressive models. Community
- 9.2K
- 5.00 / 5
ARMAX-GARCH-K-SK Toolbox (Estimation, Forecasting, Simulation and Value-at-Risk Applications) ARMAX-GARCH-K-SK Toolbox Community
- 6.2K
- 4.80 / 5
Dual Extended Kalman Filter (DEKF) This package implements Dual Extended Kalman Filter for time-varying MVAR parameter estimation. Community
- 3.9K
- 4.30 / 5
Time Series Analysis and Forecast TSAF enables you to quickly analyze time series and forecast the future. Community
- 10.3K
- 4.70 / 5
logitech Momo racing wheel input model input model for logitech Momo force feedback racing wheel Community
- 356
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Semi-Markov Toolbox Markov and semi-Markov toolbox Community
- 2.3K
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GMM GMM Community
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- 4.50 / 5
Hurst Exponent Estimation The code uses R/S analysis to derive Hurst exponent for VaR adjustments. Community
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Simulation of Selective Repeat ARQ protocol a simulation of the Selective Repeat ARQ protocol Community
- 443
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LINE - Queueing Theory Algorithms Queueing Theory Algorithms for MATLAB Community
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Clark-West test for forecasting performance This function implements the Clark-West test for forecasting performance. Community
- 361
- 3.70 / 5
Gradient-Enhanced Kriging Build surrogate models of data that includes gradient information. Community
- 846
- 5.00 / 5
Generate Packet Loss Patters using Gilbert Elliot Model This code will generate Packet Loss Patters using the Gilbert Elliot Model. Community
- 898
- 3.00 / 5
Stochastic Search and Optimization Code in support of book Introduction to Stochastic Search and Optimization. Community
- 9.4K
- 4.00 / 5
GDP Prediction Using ARIMA and NAR Neural Network It is comparing the GDP Prediction using ARIMA (Autoregressive Integrated Moving Average) and NAR (Nonlinear Autoregressive Neural Network). Community
- 964
- 3.70 / 5
2-d Kolmorogov-Smirnov test, n-d energy test, Hotelling T^2 test Test for differences between two multidimensional distributions (2-d K-S test, n-d energy test) Community
- 766
- 5.00 / 5
GARCH Tool User Interface for fitting and evaluating a generic GARCH model using the Econometrics Toolbox. Community
- 2.2K
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ARMASA Automatic program to estimate the power spectral density with only statistically significant details Community
- 16.8K
- 4.60 / 5
VAR Model To Predict Malaysia/U.S. Foreign Exchange Rate Models VAR using GDP for Malaysia, GDP for U.S. and Malaysia/U.S. Foreign Exchange Rate Community
- 382
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GARCH,EGARCH,NAGARCH,GJR models and implicit VIX Estimate GARCH/EGARCH/NAGARCH/GJR parameters from a time series of prices , rates and VIX value. Community
- 1.5K
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Bivariant Kernel Density Estimation (V2.1) A tool for bivariant pdf, cdf and icdf estimation using Gaussian kernel function. Community
- 8.7K
- 3.90 / 5
ARFIMA simulations Time series simulation with ARFIMA models. Community
- 5.2K
- 4.60 / 5
Pole-Zero plot Better looking Pole-Zero plot. Community
- 8.2K
- 3.70 / 5
BaPC Matlab Toolbox: Bayesian Arbitrary Polynomial Chaos BaPC Matlab Toolbox: Bayesian Data-driven Arbitrary Polynomial Chaos Expansion Community
- 250
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cross_corr CROSS_CORR calculates the normalized cross-correlation (NCC) between column vectors pairwisely Community
- 171
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MULTIVARIATE GARCH BASED ON PCA Generage Convariance mairix using PCA-GARCH model Community
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Estimation value at risk by using Conditional Copula-GARCH Estimating VaR Community
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bispectr fast bispectrum estimation Community
- 1.9K
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Automatic Spectral Analysis Automatic spectral analysis for irregular sampling/missing data, analysis of spectral subband. Community
- 13.6K
- 4.50 / 5
Tutorial for classification by Hidden markov model Basic Tutorial for classifying 1D matrix using hidden markov model for 3 class problems Community
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Capacity Estimation on the Mathworks 5G NR CDL Model Single-link channel capacity estimation on the microwave and millimetre wave frequencies by using the Mathworks 5G NR CDL model for NLOS. Community
- 532
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Multivariate Portmanteau (Ljung-Box) Test Test if there is auto- and cross correlation in a multivariate vector series Community
- 232
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BayVAR: Bayesian Vector of Autoregressions VAR modeling with Community
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Creating GARCH Models using Econometric Modeler App (File for video demo) This is the file used in the video demo titled "Creating GARCH Models using Econometric Modeler App" Community
- 506
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Data_DieboldLi.zip Stochastic State-Space Modeling in Finance Community
- 2K
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Packet Loss Generator Generate packet loss patters using the Gilbert Elliot model. Community
- 237
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Reduced Rank Regression Multivariate regression via rank reduction. Community
- 419
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Evolutionary Feature Selection Application of Metaheuristics and Evolutionary Algorithms to Feature Selection in Various Modes Community
- 2.7K
- 4.40 / 5
Semi-Markov Toolbox difficult Community
- 322
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calc_overlap_twonormal(s1,s2,mu1,mu2,xstart,xend,xinterval) Numerical calculation of the relatve overlap area of two normal distributions Community
- 799
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Performance of Differential Amplify-and-Forward Relaying in Multi-Node Wireless Communications Performance of Differential Amplify-and-Forward Relaying in Multi-Node Wireless Communications Community
- 790
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