MS-VAR模型MS_Regress_FEX

代码说明：

  MS-VAR模型，即马尔科夫状态转换的自回归模型是Hamilton (1989) 提出的，它是允许内在要素变化的特有的计量经济学模型。(MS-VAR model, the regression model Markov state transition is Hamilton (1989) proposed that the change is to allow the intrinsic elements of specific econometric model)

文件列表：

MS_Regress_FEX
..............\About the MS_Regress_Package.pdf,204046,2013-10-30
..............\data_Files
..............\..........\Example_FEX.txt,59643,2013-10-30
..............\..........\GNP_Hamilton.txt,2302,2013-10-30
..............\Example_MS_Regress_Fit.m,986,2013-10-30
..............\Example_MS_Regress_Fit_GED_Dist.m,1000,2013-10-30
..............\Example_MS_Regress_Fit_MSVAR.m,808,2013-10-30
..............\Example_MS_Regress_Fit_MultiVar.m,1207,2013-10-30
..............\Example_MS_Regress_Fit_t_Dist.m,927,2013-10-30
..............\Example_MS_Regress_Fit_using_constCoeff.m,1679,2013-10-30
..............\Example_MS_Regress_Fit_with_MEX.m,1489,2013-10-30
..............\Example_MS_Regress_For.m,1493,2013-10-30
..............\Example_MS_Regress_Sim.m,1402,2013-10-30
..............\Example_MS_Regress_Simul_2_States_Multivar.m,2097,2013-10-30
..............\Example_MS_Regress_Simul_3_States.m,2075,2013-10-30
..............\Example_MS_Regress_Simul_and_Fit_2_States.m,2356,2013-10-30
..............\Example_MS_Regress_Simul_and_Fit_2_States_Multivar.m,2830,2013-10-30
..............\Example_MS_Regress_Simul_and_Fit_3_States.m,2613,2013-10-30
..............\m_Files
..............\.......\build_constCoeff.m,3452,2013-10-30
..............\.......\checkInputs.m,5552,2013-10-30
..............\.......\checkSize_constCoeff.m,2590,2013-10-30
..............\.......\check_constCoeff.m,2758,2013-10-30
..............\.......\confuneq_MS_Regress.m,588,2013-10-30
..............\.......\doOutScreen.m,7877,2013-10-30
..............\.......\doOutScreen_MSVAR.m,3291,2013-10-30
..............\.......\doPlots.m,985,2013-10-30
..............\.......\getvarMatrix_MS_Regress.m,4756,2013-10-30
..............\.......\mex_MS_Filter.cpp,1894,2013-10-30
..............\.......\MS_Regress_Fit.m,5476,2013-11-02
..............\.......\MS_Regress_For.m,2257,2013-10-30
..............\.......\MS_Regress_Lik.m,6909,2013-10-30
..............\.......\MS_Regress_Sim.m,7867,2013-10-30
..............\.......\MS_VAR_Fit.m,1853,2013-10-30
..............\.......\mvnpdf_MSPERLIN.m,8206,2013-10-30
..............\.......\myMVNPDF.m,1054,2013-10-30
..............\.......\nr3matlab.h,19482,2013-10-30
..............\.......\param2spec.m,2991,2013-10-30
..............\.......\preCalc_MSModel.m,9669,2013-10-30
..............\.......\spec2param.m,1368,2013-10-30
..............\Script_Hamilton_Comparison.m,1451,2013-10-30