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- Fri Mar 16, 2018 4:09 am
- Forum: Program Repository
- Topic: Gaussian copula - toy example
- Replies: 0
- Views: 544
This is just a simple example of Gaussian copula written for educational purposes but maybe someone will find it usefull. 'Example of Gaussian copula with arbitrary marginal distributions (simulation and estimation)' wfcreate u 5000 scalar n = @obssmpl scalar k = 3 'Simulate k series using standard ...
Hi. I have tested the add-in using US GDP data from 1947q1 to 2017q3 over the whole sample the add-in works fine. However, when I play with the sample lenght I get two error messages (replication files are attached): - Non numeric argument (e.g. for sample 1985q1 2017q3) - Division by zero (e.g. for...