Attribution

If you use these programs, please clearly cite their origin.


Disclaimer

All functions and programs are supplied without any guarantees or support. Although I have used the main features of the functions successfully, some of the functions contain features I have rarely if ever used.

Several of the functions contain known or suspected errors in secondary features. These errors are flagged in the functions with "ERROR: ... ".

If you find additional errors in the functions, please notify me, and I may try to fix them.


Archives

Statistical computations MatLab code for various statistical computations. Includes OLS regression code, many statistical distribution functions,
Finance MatLab code that performs various financial calculations.
GARCH models Gauss code for maximum likelihood estimation of many different GARCH models