photo

Niccolò Ghionzoli


Last seen: 2 years ago |  Active since 2022

Followers: 0   Following: 0

Statistics

Feeds

View by

Question


1-step ahead forecast VECM
Hi to everybody! Do you know how to do 1-step ahead forecasts in VAR or in VEC models? Please find below an example I am tryin...

2 years ago | 1 answer | 0

1

answer

Question


Information Criteria function and Johansen Cointegration tests with dummies and exogenous variable
Hi to everybody! I would like to ask you whether or not there exist some function in MATLAB for information criteria which allo...

2 years ago | 1 answer | 0

1

answer

Question


vecm model for high frequency trading
Good morning, I am a student and I have to analyse a dataset based on LOBSTER data, Microsoft level 5, 21st June 2012. I hope th...

3 years ago | 1 answer | 0

1

answer