EvalEst (Q36670)
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Dynamic Systems Estimation - Extensions
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | EvalEst |
Dynamic Systems Estimation - Extensions |
Statements
18 February 2024
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Provides functions for evaluating (time series) modelestimation methods. These facilitate Monte Carlo experiments of repeatedsimulations and estimations. Also provides methods forlooking at the distribution of the results from these experiments,including model roots (which are an equivalence class invariant).
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