Econometrica freeware
Econometrica
Added: May 25, 2013 | Visits: 650
This submission includes functions and scripts for the estimation and simulation of ACD (autoregressive conditional duration) models. The zip file includes: - Scripts and functions for Estimation of an ACD(q,p) model with exponential or weibull distribution- Scripts and functions for Simulation...
Platforms: Matlab
License: Freeware | Size: 30.72 KB | Download (49): Estimation and Simulation of ACD models in MatLab Download |