Data for: Feasible Generalized Least Squares Using Support Vector Regression

Name: Data for: Feasible Generalized Least Squares Using Support Vector Regression
Creator: Steve Miller
Published: 2018-12-11T11:42:49.636Z
Keywords: Econometrics

Miller, Steve; Startz, Richard

doi:10.17632/g6ksy664mx.1

Data for: Feasible Generalized Least Squares Using Support Vector Regression

Published: 11 December 2018| Version 1 | DOI: 10.17632/g6ksy664mx.1

Contributors:

Steve Miller,

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.

Data for: Feasible Generalized Least Squares Using Support Vector Regression

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