Econometrics Toolbox 1.0

Product Description

• Econometrics Toolbox Key Features
• Parameter Estimation
• Monte Carlo Simulation and Forecasting
• Volatility Modeling
• Sample Functions

Monte Carlo Simulation and Forecasting

Econometrics Toolbox lets you perform Monte Carlo simulations and generate minimum mean square error forecasts of both single and multiple time-series models, including univariate ARMAX/GARCH composite models and multivariate VARMAX models.

The toolbox also offers an object hierarchy that lets you simulate a variety of popular SDEs, as well as a suite of interfaces for customizing your own SDE simulation models and methods.