Alberto Grassi
Università Commerciale Luigi Bocconi
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Question
Calculate eigenvectors without the function eig
Hi! I am trying to write a function which can calculate the eigenvalues and eigenvectors of a generic square matrix, and I wan...
8 years ago | 3 answers | 1
3
answersQuestion
how to define a maximum likelihood through @
Hi! I am minimizing a negative maximum likelihood with fmincon. The function is function [neg_likelihood]=nlh_garchmida...
8 years ago | 0 answers | 0
0
answersQuestion
Create robust standard errors in a garch model
Hi, I am estimating a garch model and I would like to obtain robust standard errors and t-statistics after the estimation. To es...
8 years ago | 0 answers | 0
