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Simon Christensen


Last seen: 6 months ago Active since 2023

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Add constants and time trends to multivariate regression Matlab
Hi Matlab, I'm want to add a constant for each indepedent variable and a time trend for each independent variable in a multiv...

7 months ago | 1 answer | 0

1

answer

Question


Store values from loop
Hi Matlab, I'm running a program, calculating the recurvie residuals (see code below). The loop indicates the model is run fo...

7 months ago | 1 answer | 1

1

answer

Question


Solving matrix equation in Matlab,
Hi Matlab, I'm currently doing research on macroeconomic variables; hence attempting to solve an matrix equation in Matlab ( se...

7 months ago | 1 answer | 0

1

answer

Answered
Johansen test with exogneous (dummy) variable Matlab
Also in 'Model — Johansen form of VEC(q) model deterministic terms', is no such possibility to include dummies.

8 months ago | 0

Question


Johansen test with exogneous (dummy) variable Matlab
Titel: Johansen test with exogneous (dummy) variable Matlab Hi Matlab, Does anyone know, if it is possible ot conduct Johans...

8 months ago | 2 answers | 0

2

answers

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Financial optimization of heston
Hi Matlab, At the moment I'm pricing options, and I have written the code below to calibrate a pricing-model (the model is sh...

10 months ago | 1 answer | 0

1

answer