Sarunas Girdenas
University of Exeter
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Professional Interests: DSGE Modelling, Econometric (Machine) Learning, Arduino
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Feeds
Submitted
Polynomial Fit Using Batch Gradient Descent
Function fits polynomial of desired order using batch gradient algorithm
ongeveer 9 jaar ago | 3 downloads |
Submitted
grad_descent.zip
Gradient Descent (Batch) Algorithm for OLS
bijna 10 jaar ago | 1 download |
Submitted
transition_matrix.m
This code extracts transition matrices from dynare output for a convenient use
bijna 10 jaar ago | 3 downloads |
Submitted
Rolling Window FIGARCH Forecast
This code uses rolling window FIGARCH model estimates to compute forecasts.
ongeveer 10 jaar ago | 4 downloads |
Submitted
Expanding OLS
This code runs OLS on the expanding window
ongeveer 10 jaar ago | 1 download |