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tvpvar

于 2019-05-02 发布
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下载积分: 1 下载次数: 17

代码说明:

说明:  时变参数向量自回归模型的估计代码以及模型应用方法(Estimation code and application of Time-Varying parameter vector autoregressive model)

文件列表:

tvpvar\drawimp.m, 2080 , 2012-06-04
tvpvar\fAt.m, 631 , 2012-03-19
tvpvar\fGeweke.m, 768 , 2012-03-19
tvpvar\finvm.m, 544 , 2012-03-19
tvpvar\ftsvar.m, 872 , 2012-03-19
tvpvar\fXh.m, 534 , 2012-03-19
tvpvar\fXt.m, 559 , 2012-03-19
tvpvar\impulse.m, 1197 , 2012-03-19
tvpvar\mcmc.m, 12335 , 2013-12-30
tvpvar\ntvar.mat, 3137 , 2016-04-22
tvpvar\setvar.m, 2394 , 2013-09-01
tvpvar\ssmooth.m, 2871 , 2013-05-19
tvpvar\svsamp.m, 5545 , 2012-03-19
tvpvar\TVPVAR-Package.m, 1526 , 2013-12-30
tvpvar\tvpvar_a.xls, 18334 , 2017-03-29
tvpvar\tvpvar_ai.xls, 18334 , 2017-03-29
tvpvar\tvpvar_ex.mat, 2910 , 2017-03-29
tvpvar\tvpvar_ex1.m, 943 , 2016-04-22
tvpvar\tvpvar_ex2.m, 1162 , 2013-09-01
tvpvar\tvpvar_imp.xls, 317018 , 2017-03-29
tvpvar\tvpvar_m.pdf, 57856 , 2013-09-01
tvpvar\tvpvar_vol.xls, 12282 , 2017-03-29
tvpvar\tvpvar操作.doc, 1090752 , 2016-05-14
tvpvar, 0 , 2017-12-22

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