stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
9,358 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

1 Commits (9a9b8f2a70e07f05d4e7935f5b4656fbb882cae8)

Author SHA1 Message Date
stepan 2a75491196 Added functions to estimate the long run (co)variance of a 
multivariate stochastic  process. Still needs routines  to compute the
optimal bandwidth parameter.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3297 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-31 10:20:32 +00:00