Wow, silly me. Thanks for the help
Cheers
Search found 4 matches
- Tue Nov 14, 2017 7:32 pm
- Forum: Models
- Topic: Forecasting using Logl object
- Replies: 2
- Views: 11101
- Tue Nov 14, 2017 12:10 am
- Forum: Models
- Topic: Forecasting using Logl object
- Replies: 2
- Views: 11101
Forecasting using Logl object
Hi Everyone I have questions regarding forecasting the dependent variable using logl object. Lets supposed we have the following model: series res = y - c(1) - c(2)*x - c(3)*z series var = c(4) * z^c(5) series logl1 = log(@dnorm(res/@sqrt(var))) - log(var)/2 How can I forecast the values of "y&...
- Mon Sep 28, 2015 7:13 am
- Forum: Econometric Discussions
- Topic: Heterogeneous Agent Model
- Replies: 2
- Views: 2368
Re: Heterogeneous Agent Model
Dear trubador Thank you for your reply. This appears to be a simulation whereas I am looking for an estimating the entire system at once. A little research on the forums has indicated that LogL object can be used to used to estimate this system. Can you advise me on how this can be estimated using l...
- Mon Sep 28, 2015 2:38 am
- Forum: Econometric Discussions
- Topic: Heterogeneous Agent Model
- Replies: 2
- Views: 2368
Heterogeneous Agent Model
Dear all, I am trying estimate a Heterogeneous Agents model that forecasts asset price changes. Two types of investors switch between strategies, either chartist or fundamentalist. The relative weights of the agents are determined dynamically by weight W, which is based on relative past profitabilit...