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https://github.com/bashtage/mfe-toolbox


https://github.com/bashtage/mfe-toolbox

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# 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.