Narrow search
Showing 1 - 10 of 292
Cover Image
The BEAR toolbox
Dieppe, Alistair; Legrand, Romain; van Roye, Björn - 2016
forecasting and policy analysis. BEAR is a MATLAB based toolbox which is easy for non-technical users to understand, augment and …
Persistent link: https://www.econbiz.de/10011605979
Cover Image
Note on Lilien and Modified Lilien index
Ansari, Muhammad Rashid; Mussida, Chiara; Pastore, Francesco - 2013
This note is a companion to the Lilien (lilien) and Modified Lilien (mlilien) commands for computing the relative indices in STATA. The note illustrates the main features of the commands with an application to the structural determinants of regional unemployment.
Persistent link: https://www.econbiz.de/10010293131
Cover Image
Validating multiple structural change models : A case study
Kleiber, Christian; Zeileis, Achim - 2004
In a recent article, Bai and Perron (2003, Journal of Applied Econometrics) present a comprehensive discussion of computational aspects of multiple structural change models along with several empirical examples. Here, we report on the results of a replication study using the R statistical...
Persistent link: https://www.econbiz.de/10010296617
Cover Image
SPECTRAN, a set of Matlab programs for Spectral analysis
Marczak, Martyna; Gómez, Víctor - 2012
Spectral analysis is one of the most important areas of time series econometrics. The use of spectral measures is widespread in different science fields such as economics, physics, engineering, geology. The SPECTRAN toolbox has been developed to facilitate the application of spectral concepts to...
Persistent link: https://www.econbiz.de/10010310934
Cover Image
BayesMultiMode: Bayesian Mode Inference in R
Basturk, Nalan; Cross, Jamie; de Knijff, Peter; … - 2023
Multimodal empirical distributions arise in many fields like Astrophysics, Bioinformatics, Climatology and Economics due to the heterogeneity of the underlying populations. Mixture processes are a popular tool for accurate approximation of such distributions and implied mode detection. Using...
Persistent link: https://www.econbiz.de/10014321814
Cover Image
A Matlab program and user's guide for the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard; Popiel, Michał Ksawery - 2014
This manual describes the usage of the accompanying freely available Matlab program for estimation and testing in the … fractionally cointegrated vector autoregressive (FCVAR) model. This program replaces an earlier Matlab program by Nielsen and Morin … (2014), and although the present Matlab program is not compatible with the earlier one, we encourage use of the new program. …
Persistent link: https://www.econbiz.de/10011380827
Cover Image
The gender and generational consequences of the demographic transition and population policy: An assessment of the micro and macro linkages
Schultz, T. Paul - 2009
experiments. Matlab, Bangladesh, extended a family planning and maternal and child health program to half the villages in its …
Persistent link: https://www.econbiz.de/10010282742
Cover Image
Exploiting Model Structure to Solve the Dynamics of a Macro Model
Herbert, Ric D.; Stemp, Peter - 2000
This paper considers alternative approaches to solving the time-path of a representative agent model following an exogenous shock. The model has a number of important dynamic properties that are both common to a wide range of economic models and have important computational implications for...
Persistent link: https://www.econbiz.de/10010314949
Cover Image
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013
This paper presents the Matlab package DeCo (Density Combination) which is based on the paper by Billio et al. (2013 … standard CPU computing and for Graphical Process Unit (GPU) parallel computing. For the GPU implementation we use the Matlab … with a speed up of the execution time up to seventy times compared to a standard CPU Matlab implementation on a multicore …
Persistent link: https://www.econbiz.de/10010326164
Cover Image
A hitchhiker's guide to empirical macro models
Ferroni, Filippo; Canova, Fabio - 2021
This paper describes a package which uses MATLAB functions and routines to estimate VARs, local projections and other …
Persistent link: https://www.econbiz.de/10012888649