Data for: Feasible Generalized Least Squares Using Support Vector Regression
Published: 11-12-2018| Version 1 | DOI: 10.17632/g6ksy664mx.1
Contributors:
Steve Miller,
Richard Startz
Description
R code and .csv configuration files for feasible generalized least squares (FGLS) estimation in which the conditional variance function is estimated using support vector regression.