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Collection of Matlab scripts for Professor Bent Sorensen's Macroeconometrics Ph.D. Course

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jordanholbrook/time_series_econometrics

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4 Commits
Macro_metrics_HW2_unit_roots.mlx
Macro_metrics_HW2_unit_roots.mlx
 
 
Macro_metrics_HW3_cointegration.mlx
Macro_metrics_HW3_cointegration.mlx
 
 
Main_HW5_Duration_JH.mlx
Main_HW5_Duration_JH.mlx
 
 
Main_HW5_OProbit_JH.mlx
Main_HW5_OProbit_JH.mlx
 
 
Main_MA_HW3_JH.mlx
Main_MA_HW3_JH.mlx
 
 
README.md
README.md
 
 
logl_AR.m
logl_AR.m
 
 
logl_MA.m
logl_MA.m
 
 
logl_MA2.m
logl_MA2.m
 
 
logl_dur_jh.m
logl_dur_jh.m
 
 
logl_oprob.m
logl_oprob.m
 
 
logl_order_prob.m
logl_order_prob.m
 
 

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Time Series Econometrics

Collection of Matlab scripts for Professor Bent Sorensen's Macroeconometrics Ph.D. Course

Description

This repository contains projects for assignments and research for Professor Bent Sorensen's, Bent Sorensen Personal Website Econometrics II and Macroeconometrics Ph.D. Courses. Scripts demostrating unit root process tests, co-integration, maximum likelihood estimation, and duration models.

Dependencies

  • All code was written in Matlab using Matlab livescripts

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Version History

  • 0.1
    • Initial Release

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Collection of Matlab scripts for Professor Bent Sorensen's Macroeconometrics Ph.D. Course

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