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m_break

于 2015-07-22 发布 文件大小:30KB
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下载积分: 1 下载次数: 13

代码说明:

  his is a direct and complete translation of the Gauss codes of Bai, J. and P. Perron (1998) Estimating and Testing Linear Models with Multiple Structural Changes Econometrica, vol 66, 47-78 and Bai, J. and P. Perron (2003) Computation and Analysis of Multiple Structural Change Models Journal of Applied Econometrics, 18, 1-22, provided by Pierre Perron (version 3, October 11, 2004). All the notice in the original Gaiss codes remain valid. For users, run brcode.m . The procedure is explained in the same m file and in each function file. June 20, 2012 Yohei Yamamoto Email: yohei.yamamoto@econ.hit-u.ac.jp

文件列表:

m_break
.......\bandw.m,474,2015-04-10
.......\brcode.m,7267,2015-04-10
.......\correct.m,815,2015-04-10
.......\cvg.m,1033,2015-04-10
.......\dating.m,1892,2015-04-10
.......\estim.m,2026,2015-04-10
.......\funcg.m,995,2015-04-10
.......\getcv1.m,10282,2015-04-10
.......\getcv2.m,16920,2015-04-10
.......\getdmax.m,3710,2015-04-10
.......\interval.m,3626,2015-04-10
.......\jhatpr.m,481,2015-04-10
.......\kern.m,146,2015-04-10
.......\nldat.m,1907,2015-04-10
.......\OLS.m,3019,2015-04-10
.......\olsqr.m,44,2015-04-10
.......\onebp.m,562,2015-04-10
.......\order.m,808,2015-04-10
.......\parti.m,697,2015-04-10
.......\partione.m,651,2015-04-10
.......\pbreak.m,11717,2015-04-10
.......\pftest.m,603,2015-04-10
.......\plambda.m,300,2015-04-10
.......\preparti.m,890,2015-04-10
.......\psigmq.m,470,2015-04-10
.......\pvdel.m,3166,2015-04-10
.......\pzbar.m,358,2015-04-10
.......\readme.txt,628,2015-04-10
.......\real.csv,944,2015-04-10
.......\sequa.m,2776,2015-04-10
.......\spflp1.m,1526,2015-04-10
.......\ssr.m,1140,2015-04-10
.......\ssrnul.m,135,2015-04-10

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