WebJun 7, 2010 · This function discretizes a continuous AR (1) process by using the method proposed by Tauchen (1986). The AR (1) process takes the following form: y (t) = mu + rho*y (t-1) + eps (t), where eps ~ N (0,sig^2) Parts of the code are taken from the function tauchen.m written by Martin Flodén. INPUTS - fl_mu: scalar, intercept term of the AR (1 ... WebAlle Produkte des Herstellers Reactor in der Taucher.Net Produktdatenbank - mit Bewertungen unserer Nutzer
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