UCSVM

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dakila
Posts: 374
Joined: Tue Nov 24, 2015 4:57 pm

UCSVM

Postby dakila » 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.

joff
Posts: 6
Joined: Thu Jan 04, 2018 4:20 am

Re: UCSVM

Postby joff » 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?

dakila
Posts: 374
Joined: Tue Nov 24, 2015 4:57 pm

Re: UCSVM

Postby dakila » Wed Jul 25, 2018 3:03 pm

I will try to add that option. thanks for the comment.

abdhut123
Posts: 4
Joined: Sat Nov 18, 2017 12:38 pm

Re: UCSVM

Postby abdhut123 » 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.......


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