Econometrics Toolbox
MATLAB-based Econometrics Toolbox featuring linear and nonlinear regression implementations, GARCH model estimation, and VAR model construction with statistical analysis capabilities.
UCSD-Developed MATLAB GARCH Model for Volatility Analysis and Forecasting
A comprehensive MATLAB GARCH (Generalized Autoregressive Conditional Heteroskedasticity) model package developed by UCSD, featuring two installation packages with detailed setup instructions compatible with various MATLAB versions. The implementation includes key algorithms for volatility modeling and has been verified to execute successfully, addressing runtime issues found in other online versions. The package contains core functions for parameter estimation, volatility forecasting, and diagnostic checking.
Maximum Likelihood Estimation Method for GARCH Models
Maximum likelihood estimation for GARCH models implemented using MATLAB programming, with detailed algorithmic explanations and code implementation considerations.
Econometrics Toolbox
Econometrics Toolbox - MATLAB-based toolkit for economic data analysis and modeling