Keyword: | ∇ Name: | Description: | ∇ Type: |
Time Series | Decomposed_Price_Model.xls | Decomposition Model for Price Change | Excel |
Time Series | HPFILT15.lng | Hodrick-Prescott Stochastic Trend | LINGO |
Time Series | Garch12.lng | Maximum Likelihood estimation of a GARCH model | LINGO |
Time Series | GARCH_modelb.xlsx | GARCH Model with Student's-t Error Distribution | What'sBest! |
Time Series | EGARCH_model.xlsx | EGARCH Model | What'sBest! |
Time Series | ARMA_MODEL.xls | ARMA(1,1) Model | What'sBest! |
Time Series | DYNAMIC_IS_LM4.xls | Dynamic IS-LM Model | What'sBest! |
Time Series | FLSMODELA.xls | Flexible Least Squares Model | What'sBest! |
Time Series | LSTAR1a.xls | L-STAR (1) Model | What'sBest! |
Time Series | LST-GARCH_model.xls | LST-GARCH(1,1) Model | What'sBest! |
Time Series | Markov_Switching1.xls | MarkovSwitching | What'sBest! |
Time Series | VAR_MODELA.xls | VAR(1) Model | What'sBest! |
Time Series | WACD__Model.xlsx | Autoregressive Conditional Duration (ACD) Model | What'sBest! |
Time Series | GARCH_MODELA.xls | GARCH Model | What'sBest! |
Time Series | L1_filteringa.xlsx | L1 Trend Filtering | What'sBest! |