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Posted: Thu Mar 01, 2018 7:25 pm
This thread is about the ucsvm
add-in that estimates stochastic volatility in mean model with time varying parameters.
Posted: Wed Jul 25, 2018 2:13 am
Thank you for this add-in. Would you maybe consider adding an option to include additional regressors (with TVP) in the mean equation?
Posted: Wed Jul 25, 2018 3:03 pm
I will try to add that option. thanks for the comment.
Posted: Thu May 30, 2019 9:40 pm
can the add-in produce the time-varying impact with 90% confidence band graph as the author has done in his original paper.......