Data for: Feasible Generalized Least Squares Using Support Vector Regression

Published: 11 December 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.

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Categories

Econometrics

License