Added: August 11, 2013 | Visits: 373
This package computes and plots impulse responses and confidence intervals for a structural Vector Autoregression (VAR). The impulse responses can be obtained through four different implementations of the standard Choleski decomposition. A sample file is attached with the common example of a...
Platforms: Matlab
Added: July 09, 2013 | Visits: 233
Two functions are included. The first is 'quadriorth.m' which calculates the orthants probabilities of the quadrivariate normal distribution. Imagine a 4-dimensional space divided into sub-spaces according to the sign of each variable, which results in 2^4 = 16 orthants, say + + + +, + + +...
Platforms: Matlab
Windows Software
Albina Merfyn - I find this to be really easy to use. I can...
