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GUI Initial import Mar 26, 2012
bootstrap Update for most recent changes Oct 5, 2018
crosssection Fixes bug in PCA related to some recent changes Jul 8, 2014
distributions Fixed some issues with standard T distribution's pdf. Aug 25, 2014
docs Final update of docs Oct 5, 2018
duplication Fixed big in DCC MVGARCH likelihood that affected inference when usin… Nov 5, 2012
mex_source Fixed bugs which prevent c compiling with GCC. Thanks to Sachin Abeyw… Jan 14, 2013
multivariate Update for most recent changes Oct 5, 2018
realized Update for most recent changes Oct 5, 2018
sandbox
tests Bug fix in the pval of the Berkowitz test. Thanks to Nick Fawcett. Aug 23, 2012
timeseries Fixes bug in PCA related to some recent changes Jul 8, 2014
univariate BUG: Fix bug in user provided starting values Jan 29, 2018
utility * Performance fix in BEKK Oct 30, 2012
Contents.m Initial import Mar 26, 2012
README.md
addToPath.m Initial import Mar 26, 2012
buildZipFile.m Fixed bugs which prevent c compiling with GCC. Thanks to Sachin Abeyw… Jan 14, 2013
icon.png Code cleanup Apr 5, 2012
project_icon_v2.pdn Icon version 2 Apr 5, 2012

README.md

MFE Toolbox

This is the code repository for the MFE Toolbox, a set of MATLAB routines primarily for modeling financial time series, although many of the functions are useful in other econometric problems, such as modeling macroeconomic time series data or applications to cross-sectional data.

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