Sarunas Girdenas

Attivo dal 2014

Followers: 0 Following: 0

Messaggio

Professional Interests: DSGE Modelling, Econometric (Machine) Learning, Arduino

Inviato

Polynomial Fit Using Batch Gradient Descent
Function fits polynomial of desired order using batch gradient algorithm

quasi 11 anni fa | 2 download |

0.0 / 5

Inviato

grad_descent.zip
Gradient Descent (Batch) Algorithm for OLS

oltre 11 anni fa | 1 download |

0.0 / 5

Inviato

transition_matrix.m
This code extracts transition matrices from dynare output for a convenient use

oltre 11 anni fa | 1 download |

0.0 / 5

Inviato

Rolling Window FIGARCH Forecast
This code uses rolling window FIGARCH model estimates to compute forecasts.

quasi 12 anni fa | 1 download |

5.0 / 5

Inviato

Expanding OLS
This code runs OLS on the expanding window

quasi 12 anni fa | 1 download |

0.0 / 5