MATLAB Econometrics Toolbox™ User's Guide

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Business & Economics - Econometrics
MATLAB Econometrics Toolbox™ User's...

MATLAB Econometrics Toolbox™ User's Guide

The MathWorks, Inc.

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Model and analyze financial and economic systems using statistical methods. Econometrics Toolbox provides functions for modeling and analyzing time series data. It offers a wide range of diagnostic tests for model selection, including tests for impulse analysis, unit roots and stationarity, cointegration, and structural change. You can estimate, simulate, and forecast economic systems using a variety of models, including, regression, ARIMA, state space, GARCH, multivariate VAR and VEC, and switching models representing dynamic shifts in data. The toolbox also provides Bayesian and Markov-based tools for developing time-varying models that learn from new data.

Catégories:

Business & Economics - Econometrics

Année:

2020

Edition:

R2020a

Editeur::

The MathWorks, Inc.

Langue:

english

Pages:

3156