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悬赏MF-VAR（mixed-frequency var）混频向量自回归模型代码最好带使用说明
20 个回复 - 7155 次查看各位谁有mf-var模型的代码（最好有使用说明）本人2000个币求！2016-7-11 19:03 - zoroln - MATLAB等数学软件专版

求ＭＦ－ＶＡＲ（ｍｉｘｅｄ－ｆｒｅｑｕｅｎｃｙ　ｖａｒ）代码及使用说明
4 个回复 - 3567 次查看各位谁有ＭＦ－ＶＡＲ模型的软件包，最好要有使用说明。非常感谢！2016-7-11 18:01 - zoroln - MATLAB等数学软件专版

Mixed frequency structural vector auto‐regressive models
2 个回复 - 864 次查看【作者(必填)】Claudia Foroni, Massimiliano Marcellino 【文题(必填)】Mixed frequency structural vector auto-regressive models 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://hdl.handle ...2017-9-1 21:28 - jt - 求助成功区

Macroeconomic forecasting with mixed-frequency data
4 个回复 - 697 次查看【作者(必填)】Michael P. Clements and Ana Beatriz Galv?o 【文题(必填)】Macroeconomic Forecasting with Mixed-Frequency Data: Forecasting Output Growth in the United States 【年份(必填)】2008 【全 ...2019-3-24 19:34 - Maple24246 - 求助成功区

A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns
3 个回复 - 718 次查看【作者(必填)】 Jeremias Bekierman Bastian Gribisch 【文题(必填)】A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 ...2019-6-28 15:05 - hnhs100 - 求助成功区

High-dimensional copula-based distributions with mixed frequency data
2 个回复 - 848 次查看【作者(必填)】 Dong Hwan Oha, , Andrew J. Patton 【文题(必填)】 High-dimensional copula-based distributions with mixed frequency data【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://xuesh ...2017-4-19 17:08 - internet.hzx - 求助成功区

Macroeconomics and the reality of mixed frequency data (J. Econometrics, 2016)
3 个回复 - 1299 次查看《Macroeconomics and the reality of mixed frequency data》发表在2016年Journal of Econometrics上。作者使用新的VAR模型来分析拥有不同頻率的时间序列数据之间的联动性。简介 Many time series are ...2016-10-30 11:34 - DuShu16 - 经济统计专版

A mixed frequency approach to the forecasting of private consumption with ATM/PO
4 个回复 - 1379 次查看 The recent worldwide development and widespread use of electronic payment systems has provided an opportunity to explore new sources of data for the monitoring of macroeconomic activity. In this paper ...2016-10-7 16:17 - oliyiyi - LATEX论坛

Forecasting GDP growth using mixed-frequency models with switching regimes
1 个回复 - 685 次查看【作者(必填)】Fady Barsoum, Sandra Stankiewicz 【文题(必填)】Forecasting GDP growth using mixed-frequency models with switching regimes 【年份(必填)】2015 【全文链接或数据库名称(选填)】http:/ ...2016-9-28 21:18 - qianhaoqi - 求助成功区

Bayesian Mixed Frequency VARs
2 个回复 - 1233 次查看【作者(必填)】 [*]Bjørn Eraker [*]University of Wisconsin School of Business [*]Ching Wai (Jeremy) Chiu [*]Bank of England [*]Andrew T. Foerster [*]Federal Reserve Bank of Kansa ...2014-9-25 14:35 - nkky2011 - 求助成功区

Mixed frequency models Bayesian approaches to estimation and prediction
2 个回复 - 1469 次查看【作者(必填)】Rodriguez, Abel and Puggioni, Gavino 【文题(必填)】 Mixed frequency models: Bayesian approaches to estimation and prediction 【年份(必填)】2010 【全文链接或数据库名称(选填)】Int ...2013-7-28 05:48 - q82h2 - 求助成功区

A mixed-frequency Bayesian vector autoregression with a steady-state prior-...
0 个回复 - 280 次查看 2004-12-12 18:45 - 会计报告248 - Forum

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