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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 - 7586 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
Mixed frequency structural vector auto‐regressive models
2 个回复 - 927 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 - 736 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 - 758 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 - 883 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 - 1369 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
Forecasting GDP growth using mixed-frequency models with switching regimes
1 个回复 - 737 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 - 1285 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 - 1516 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
求MF-VAR(mixed-frequency var)代码及使用说明
4 个回复 - 3708 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
A mixed frequency approach to the forecasting of private consumption with ATM/PO
4 个回复 - 1499 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