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Imner Renmi
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Question
Index of the row
Hi, I have a 5000 by 1 vector and I have a scalar, which is NOT part of the vector. I want to find the row number of the clos...
meer dan 8 jaar ago | 2 answers | 0
2
answersQuestion
how to find the index of the row
Hi, I want to get the row number in the following case. Say one has a 5 by 1 vector [1;2;3;4;5]. If I have the scalar '4.5...
meer dan 8 jaar ago | 3 answers | 0
3
answersQuestion
Draw random number from Normal distribution past a threshold value
Hi, I want to draw values that are larger than 1.96 from a normal distribution. Anyone know how I can do this in matlab. Is t...
meer dan 8 jaar ago | 2 answers | 0
2
answersQuestion
Draw random variables student t distribution
I want to draw standardized values with a t-distribution, so I want to generate iid numbers from the student-t distribution with...
meer dan 8 jaar ago | 1 answer | 0
1
answerHow to get the historical GARCH Variance
Never mind, I found the answer to my question on the following link: http://nl.mathworks.com/help/econ/infer-conditional-vari...
ongeveer 9 jaar ago | 0
| accepted
Question
How to get the historical GARCH Variance
When one constructs forecasts with a GJR-GARCH model, the output matlab gives is the variance forecast (i.e. $\sigma^2_{t+1}$). ...
ongeveer 9 jaar ago | 1 answer | 0
1
answerQuestion
How to impose restrictions on a parameter matrix
Suppose you want to estimate a VAR(1) model and you declare the matrix X (independent variable) and Y (dependent variable). ...
meer dan 9 jaar ago | 1 answer | 1