Sarunas Girdenas

自 2014 起处于活动状态

Followers: 0 Following: 0

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

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

11 years 前 | 2 次下载 |

0.0 / 5

已提交

grad_descent.zip
Gradient Descent (Batch) Algorithm for OLS

11 years 前 | 1 次下载 |

0.0 / 5

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

11 years 前 | 1 次下载 |

0.0 / 5

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

12 years 前 | 1 次下载 |

5.0 / 5

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Expanding OLS
This code runs OLS on the expanding window

12 years 前 | 1 次下载 |

0.0 / 5