Econometric Modeling with Matlab. State-Space Models

by B Noriega

Econometrics Toolbox provides functions for modeling economic data. You can select and estimate economic models for simulation and forecasting. For time series modeling and analysis, the toolbox includes univariate Bayesian linear regression, univariate ARIMAX/GARCH composite models with several GARCH variants, multivariate VARX models, and cointegration analysis. It also provides methods for modeling economic systems using state-space models and...

• Format: Paperback
• Language: English
• ISBN: 1799064182
• ISBN13: 9781799064183
• Release Date: January 1
• Publisher: Independently Published
• Length: 196 Pages
• Weight: 0.65 lbs.
• Dimensions: 0.5" x 6.0" x 9.0"