Added: September 15, 2013 | Visits: 219
The priors may be: Litterman random walk plus drift prior; Raynauld-Simonato seasonal random walk plus drift prior or Canova prior: seasonal and non-seasonal unit roots via stochastic constraints + Litterman prior. Combination is achieved using Theil-Goldberger mixed estimation.Estimation uses...
Platforms: Matlab
Added: May 01, 2013 | Visits: 272
The priors may be: Litterman random walk plus drift prior; Raynauld-Simonato seasonal random walk plus drift prior or Canova prior: seasonal and non-seasonal unit roots via stochastic constraints + Litterman prior. Combination is achieved using Theil-Goldberger mixed estimation.Estimation uses...
Platforms: Matlab
Windows Software
Albina Merfyn - I find this to be really easy to use. I can...
