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Econometrica freeware
 

Econometrica

Added: May 25, 2013 | Visits: 352

Estimation and Simulation of ACD models in MatLab This submission includes functions and scripts for the estimation and simulation of ACD (autoregressive conditional duration) models. The zip file includes: - Scripts and functions for Estimation of an ACD(q,p) model with exponential or weibull distribution- Scripts and functions for Simulation... Platforms: Matlab

License: Freeware Size: 30.72 KB Download (22): Estimation and Simulation of ACD models in MatLab Download