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Marco B.


ECB / Frankfurt University

4 total contributions since 2010

Professional Interests: macroeconomics, monetary economics, epidemiology of expectations, non- and semiparametric econometrics, density forecasting, simulation modeling

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Nearest positive semi-definite covariance matrix
Find nearest positive semi-definite matrix to a symmetric matrix that is not positive semi-definite

mehr als 8 Jahre ago | 4 downloads |

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Submitted


Fan chart
Fan chart

etwa 10 Jahre ago | 4 downloads |

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Submitted


EM Algorithm: i.i.d. Mixture Distribution
Maximum likelihood estimation of parameters from 2-state i.i.d. Normal mixture

etwa 10 Jahre ago | 5 downloads |

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Forward Stepwise Regression Algorithm
Forward stepwise model selection algorithm (FSRA)

etwa 10 Jahre ago | 2 downloads |