½á¹û£ºÕÒµ½¡°VAR ÎÄ¡±Ïà¹ØÄÚÈÝ1000¸ö£¬ÅÅÐòΪ°´»Ø¸´Ê±¼ä½µÐò£¬ËÑË÷¸ü¶àÏà¹ØÌû×ÓÇëµã»÷¡°¸ß¼¶¡±
DCC-GARCH¼°¶¯Ì¬CoVaRÄ£ÐͼÆËãÓë²Ù×÷ÊÖ²á
28 ¸ö»Ø¸´ - 12683 ´Î²é¿´
×ÊÁϼò½é£º
ʵÏÖ¶ÔÏà¹ØÆÚ¿¯ÂÛ
ÎĽøÐÐÂÛ
ÎÄÖØÏÖ£¬½â¾öʵ֤·ÖÎöºÍÂÛ
ÎÄд×÷Öеļ¼Êõ²Ù×÷ÎÊÌâ¡£
ÀïÃæ°üº¬ÁË¡¾Êý¾Ý¡¿¡¾´úÂë¡¿¡¾²½Öè¡¿£¬¿ÉÒÔ·½±ãµÄÀûÓÃÕâ¸öÊÖ²á½â¾öʱ¼äÐòÁÐÎÊÌâÖÐÑо¿Á½¸ö½ðÈÚʱ¼äÐòÁеIJ¨¶¯ÂÊÒç³öºÍ¶¯Ì¬ ...
2021-4-7 00:15 - ³ÂÆæµÄ¼Ò - ÏÖ½ð½»Ò×°æ
TVP-VAR-DY RÓïÑÔÈí¼þ°ü¼°²Ù×÷ÊÖ²á
21 ¸ö»Ø¸´ - 6024 ´Î²é¿´
TVP-
VAR-DYÄ£ÐÍ RÓïÑÔÈí¼þ°ü´úÂë¼°£÷£ï£ò£ä²Ù×÷ÊÖ²á»ùÓڣԣ֣С¡££Ö£Á£Ò¡¡Ä£ÐÍËã³öDYÒç³öÖ¸Êý¡£
¿ÉÒÔÊä³ö×ÜÒç³öÖ¸Êý¡¢¸÷¸öÖ¸±êÒç³öÇé¿ö¡¢¸÷¸öÖ¸±êÒçÈëÇé¿ö¡¢¸÷¸öÖ¸±ê¾»Òç³öÊý¾ÝºÍͼÐΡ£
Òѳɹ¦²ÉÓøôúÂëµÃ³ö£¸¸ö ...
2022-6-5 16:53 - ´ó0С2 - ÏÖ½ð½»Ò×°æ
VAR-BEKK-GARCHµÄWinrats´úÂë
17 ¸ö»Ø¸´ - 2053 ´Î²é¿´
ÓÐÑо¿
VAR-BEKK-GARCHÄ£Ð͵Äͬѧ¿É×ÔÈ¡£¬´úÂëÇײâ¿ÉÓã¬Ï£Íû´ó¼Ò¶¼¿É×ßÍê×Ô¼ºµÄ¿ÆÑÐ֮·¡£ÁíÍ⣬ÊÕÈ¡2¸öÂÛ̳±Ò£¬ÒÔ±ãÈÕºó̽ÇóÆäËûµÄ֪ʶ¡£ÈçÓв»±ã£¬¾´ÇëÁ½⡣
2022-4-1 16:42 - ÏÄÖÁδÖÁ2022 - Forum
»ùÓÚTVP-FAVARÄ£Ð͹¹½¨FCI£¨½ðÈÚ×´¿öÖ¸Êý£©
12 ¸ö»Ø¸´ - 5534 ´Î²é¿´
¼ÌÍƳöTVP-FA
VARÄ£Ð;«½²ºó£¬ÓÐÐí¶àС»ï°é×Éѯ»ùÓÚTVP-FA
VARÄ£Ð͹¹½¨FCIµÄÎÊÌ⣨´÷Êç¸ýºÍÓ಩£¬2020£©£¬ÓÉÓÚ֮ǰµÄTVP-FA
VARÄ£ÐÍÖ÷ÒªÊÇÓÃÀ´Ñо¿±äÁ¿¼äµÄÂö³å¹Øϵ£¬ÌáÈ¡³öÀ´µÄÒò×ÓÖ÷ÒªÊÇÓÃÀ´×÷Ϊ¿ØÖƱäÁ¿£¬ËùÒÔÏÖÍƳö ...
2021-8-16 09:43 - ÎÒµÄС½ã½ã - ÏÖ½ð½»Ò×°æ
ʱ¼äÐòÁÐVARÄ£ÐÍstataÃüÁîdoÎļþ²¢¸½½â˵
1 ¸ö»Ø¸´ - 1549 ´Î²é¿´
ʱ¼äÐòÁÐ
VARÄ£ÐÍstataÃüÁîdo
Îļþ²¢¸½½â˵
do
ÎļþÖжԸ÷¸ö±äÁ¿Î»ÖÃÓнâÊÍ
¡¾°´ÕÕ
ÎļþÖ±½ÓÌæ»»×Ô¼ºÐèÒªµÄ±äÁ¿¾ÍÐС¿
¡¾´úÂëÏêϸ£¬ÕÕ×ö¾Í¿É¡¿
±È½ÏÊÊÓúê¹ÛÊý¾Ý·ÖÎö
¿ªÊ¼varÄ£ÐÍ֮ǰ¼ÇµÃtsset ʱ¼ä
Èç¹ûʱ¼ä±È½Ï»ì ...
2022-6-11 17:35 - ÕæÌïÐÅ·±93 - ÏÖ½ð½»Ò×°æ
svarÄ£ÐÍ
5 ¸ö»Ø¸´ - 1344 ´Î²é¿´
#¶ÁÈ¡Êý¾Ý
#¼ÓÔØvars
#Ê×ÏȹÀ¼Æ
VARÄ£ÐÍ
#¶¨ÒåA,B¾ØÕó
#¹À¼ÆS
VAR,µÃµ½A,B¾ØÕó
#Êä³ö½á¹û
#svarµÄ²Ð²î
#ÑéÖ¤·Ö½âºó²Ð²îÆÚÍûΪµ¥Î»Õó
#½á¹¹»¯±í´ïʽµÄϵÊý
#½«svarתΪvar½øÐÐÔ¤²â£¬²¢²é¿´×ª»¯ºó²Ð²îÊÇ·ñÏàµÈ
...
2021-11-30 16:47 - daemonicaaa - ÏÖ½ð½»Ò×°æ
pvar2ÔËÐÐʱ³öÏÖDn not found±¨´í
3 ¸ö»Ø¸´ - 893 ´Î²é¿´
ÔËÐÐpvar2Ö¸Áîʱ£¬ÔÚMonte-CarloÄ£ÄâIRFʱ³öÏÖ±¨´íDn not found¡£ÉÏÍø²éÁËһȦҲûÓÐÀàËÆÇé¿öµÄ´ð°¸¡£
Çë½Ì´ó¼Ò£¡
======================================
Hansen Test for over-identification
============= ...
2022-4-14 12:02 - kxklmyt12321 - Stataר°æ
¿Õ¼äÃæ°å»Ø¹éÖУ¬splagvarÓëspatlsaÇø±ð
1 ¸ö»Ø¸´ - 1224 ´Î²é¿´
RT£¬spatlsa¿ÉÒÔ»³ö¾Ö²¿Moran's IÉ¢µãͼ£¬²¢ÇÒͼÉϵĵãµÄ±êÇ©¿ÉÒÔÊdzÇÊÐÃû³Æ£»splagvarÕâ¸öÃüÁÄMoran's IÉ¢µãͼÓëÆäÓÐʲôÇø±ðÄØ£¿ËüµÄ±êǩòËÆÊÇyµÄÃû³Æ£¬µ«ÎÒ¿´Á½ÕߵĻ³öµÄͼ²î²»¶à£»ÔÚÂÛ
ÎÄÀïÓ¦¸ÃʹÓÃÄĸöÃü ...
2022-5-24 19:54 - sherrylyqc - Stataר°æ
tvpvarÄ£ÐÍmatlab´úÂë¼°Ä£ÐÍ´úÂëÏê½â
12 ¸ö»Ø¸´ - 6856 ´Î²é¿´
×ÔѧTVP-
VARÄ£ÐÍ£¬·¢ÏÖÕâ¸öÄ£ÐÍÄÃÀ´×ö±ÏÉèÊǺܲ»´íµÄ¡£
ÔÚÔ×÷Õß×ÔѧÊÖ²á»ù´¡ÉÏÏêϸ±ê×¢ÁËÄ£Ð͵ÄʹÓ÷½·¨£¬¿´ÍêÄܺܿìÉÏÊÖTVP-
VARÄ£ÐÍ
æ¢ÃÃƪ£ºhttps://bbs.pinggu.org/thread-10736505-1-1.html£¨OxMetrics°æ£© ...
2021-3-6 17:10 - KingChen1018 - ÏÖ½ð½»Ò×°æ
VaR-GarchÄ£ÐÍstata½Ì³Ì¡¢ÎĵµºÍÊý¾Ý
1 ¸ö»Ø¸´ - 2749 ´Î²é¿´
[hr]VaR-GARCHÄ£ÐÍ»ùÓÚGARCHÄ£ÐͶÈÁ¿×ʲú·çÏÕ¼ÛÖµ[hr]ÄãºÃ£¡ÎÒÊÇBÕ¾UPÖ÷Óãͬѧ¡¾BÕ¾£ºÄãºÃÎÒÊÇÓãͬѧ߹µã»÷¸ÃÁ´½Ó¼´¿É¡¿£¬ÓÐÐèÒªµÄС»ï°é¿É½áºÏ±¾ÈËBվ¼ÖÆÊÓƵ½øÐÐѧϰ¡£[hr]¡¾¸Ã
ÎļþËù°üº¬ÒÔϼ¸¸öС
Îĵµ¡¿1.VaR-G ...
2022-3-23 22:15 - Óãͬѧʵ֤½¨Ä£ - ÏÖ½ð½»Ò×°æ
pvarÄ£ÐÍʵ֤ÑÝÁ·Êý¾Ý´úÂëÃüÁî°üºÏ¼¯£¡
0 ¸ö»Ø¸´ - 1170 ´Î²é¿´
Õⲿ·Ö×ÊÁ϶ÔÓÚÏë¿ìËÙÕÆÎÕpvarÄ£ÐÍʵ֤²Ù×÷µÄͬѧÀ´Ëµ·Ç³£ÓѺã¬ÓÐÊý¾Ý¡¢ÓдúÂ뻹ÓÐÃüÁî°ü¡£
ÌØ´Ë˵Ã÷£º´ËÃüÁî²»ÊÇpvar2ÃüÁî¡£
ʵ֤´úÂëÀïÃæ¹ØÓÚ½á¹ûµÄ½âÊͱȽϼòµ¥£¬ÓÐÏêϸ½á¹û½âÊÍÐèÇóµÄͬѧ¿ÉÒÔ¿´ÎÒÁíһƪÌû×Ó ...
2022-1-21 10:52 - ¿¼Ñа¡³É¹¦ - ÏÖ½ð½»Ò×°æ
STATAÁ¬Óñ¾ýpvar2°²×°°ü
32 ¸ö»Ø¸´ - 18392 ´Î²é¿´
STATAÁ¬Óñ¾ýpvar2°²×°°ü[hr]
°üº¬
ÎļþÈçÏ£º
1¡¢helm.ado¡¢helm.hlp°ïÖú
Îļþ
2¡¢pvar2.ado¡¢pvar2.hlp°ïÖú
Îļþ
3¡¢pvar2_irf_diff.ado¡¢pvar2_irf_diff.hlp°ïÖú
Îļþ
4¡¢sgmm2.ado......µÈ ¾ßÌåÄÚÈÝÏê¼ûͼ
¡¾ ...
2021-11-24 13:45 - ǮСϼ - Stataר°æ
SVAR ³ÌÐò´úÂë in Matlab
5 ¸ö»Ø¸´ - 991 ´Î²é¿´
S
VAR ³ÌÐò´úÂë in Matlab£¬²¢¸½Óа¸ÀýÊý¾Ý
¸üÏêϸµÄÄÚÈÝ£¬Çë²Î¿¼ÏÂÃæµÄ½Øͼ˵Ã÷£¡
S
VAR ³ÌÐò´úÂë in Matlab
S
VAR ³ÌÐò´úÂë in Matlab
S
VAR ³ÌÐò´úÂë in Matlab
S
VAR ³ÌÐò´úÂë in Matlab
S
VAR ³ÌÐò´úÂë ...
2021-8-7 19:29 - Mujahida - ÏÖ½ð½»Ò×°æ
pvar2°²×°ºósocÖ¸ÁÊÇÎÞ·¨Ê¶±ð
15 ¸ö»Ø¸´ - 4039 ´Î²é¿´
ÎÒÒѾ°Ñpvar2.adoºÍpvar°ïÖú
Îļþ¡¢helm.ado¡¢sgmm2.ado¡¢pvarsoc.ado¡¢pvarsoc.sthlp¸´ÖƵ½ÁËstataµÄbase¡¢plus¡¢updates
ÎļþµÄp
ÎļþÖУ¬È´ÈÔÈ»ÏÔʾcommand soc is unrecognized¡£ÓеÄÈË˵ֻÐèÒª°Ñpvar2.adoºÍpvar°ï ...
2021-5-7 13:43 - f'w'q - Stataר°æ
»ùÓÚ¼«ÖµÀíÂÛµÄGPD·½·¨¼ÆËãVaRÓëES
0 ¸ö»Ø¸´ - 949 ´Î²é¿´
ÒÔ±ÈÌرÒ2017-12-18µ½2021-06-20µÄÈÕ¶ÔÊýÊÕÒæÂÊΪÀý£¬¸ù¾ÝÑù±¾Æ½¾ù³¬³öÁ¿º¯Êý·¨»³öƽ¾ù³¬³öÁ¿É¢µãͼ£¬Ñ¡È¡ºÏÊʵÄãÐÖµ£¬²¢»³öGPA·Ö²¼ÄâºÏÈÕ¶ÔÊýÊÕÒæÂʵÄÕï¶Ï¼ìÑéͼ1.ÇóÈÕ¶ÔÊýÊÕÒæÂÊ2.»³öÑù±¾Æ½¾ù³¬³öˮƽÓÉͼ¿ÉÖª£¬ ...
2021-6-28 12:02 - 201518050108 - ÏÖ½ð½»Ò×°æ
»ùÓÚGARCHÄ£ÐͱÈÌرҵÄVaRºÍES¼ÆËãRÓïÑÔ
0 ¸ö»Ø¸´ - 1823 ´Î²é¿´
ÒÔBTC-USDÊý¾ÝΪÀý£¬»ùÓÚGARCHÄ£ÐÍ£¬·ÖÎö¼ÆËãÁ˱ÈÌرҵÄVaR(·çÏÕ¼ÛÖµ)ÓëES(ÆÚÍûËðʧ)¡£Í¬Ê±Ò²¿ÉÒÔ¼ÆËãÆäËû×ʲúµÄVaRÓëES,´úÂë±ãÓÚÄ£·Â£¬Ö±½ÓÌæ»»¼´¿É¡£
¼´Ê¹Ã»ÓÐRÓïÑÔ»ù´¡µÄÒ²¿ÉÒÔÄ£·Â£¬Í¬Ê±´úÂëÖÐÓÐÖÐ
ÎÄ×¢ÊÍ£¬±ãÓÚ ...
2021-1-8 00:15 - 201518050108 - ÏÖ½ð½»Ò×°æ
¶þ½×²î·ÖƽÎȹ¹½¨varÄ£ÐÍ
5 ¸ö»Ø¸´ - 3780 ´Î²é¿´
ÏëÎÊÎÊ´ó¼Ò£¬Èç¹ûÈý¸ö±äÁ¿ÔÐòÁкÍÒ»½×²î·ÖºóÐòÁж¼¸÷ÓÐÒ»¸ö²»Æ½ÎÈ£¬µ«¶þ½×²î·Öºó¶¼Æ½ÎÈ£¬ÇëÎÊÈç¹ûÒª½¨Á¢varÄ£ÐÍ£¬Ê¹ÓÃÔÐòÁл¹ÊǶþ½×²î·ÖºóÐòÁС£
£¨1£©ÒòΪ¿´µ½ÓÐÒ»ÖÖ˵·¨ÊÇ£¬Èç¹ûͬ½×µ¥ÕûÇÒÐÕû¾Í¿ÉÒÔ½¨Á¢varÄ£ÐÍ ...
2022-4-7 11:24 - wjkk - EViewsר°æ
SV--TVP--VARÄ£ÐÍ matlab_code
7 ¸ö»Ø¸´ - 5990 ´Î²é¿´
ÒÔÏÂÊÇѧϰSV - TVP -
VARÄ£Ð͵ĸöÈË·ÖÏí£¡
Jouchi Nakajima code:
https://sites.google.com/site/jnakajimaweb/tvpvar
Jouchi Nakajima µÄÒ»¸öѧÊõ¸öÈËÖ÷Ò³:
https://dl.acm.org/profile/81414598580
...
2021-2-27 17:38 - Rank_fan - EViewsר°æ
matlab program for SVAR,MatlabSvar´úÂë
1 ¸ö»Ø¸´ - 980 ´Î²é¿´
matlab program for S
VAR,MatlabSvar
matlab program for S
VAR,MatlabSvar
matlab program for S
VAR,MatlabSvar
matlab program for S
VAR,MatlabSvar
matlab program for S
VAR,MatlabSvar
matlab program f ...
2022-5-25 09:54 - lotus_sss - ÏÖ½ð½»Ò×°æ
RÓïÑÔMSBVAR°üÏÂÔØ°ì·¨
6 ¸ö»Ø¸´ - 2849 ´Î²é¿´
µÚÒ»²½£ºÔÚGitHubÉÏÏÂÔرØÒªµÄ°²×°¹¤¾ß
£¨ÍøÖ·£ºGitHub - tulipsliu/MSB
VAR: Patrick Brandt:Markov-Switching, Bayesian, Vector Autoregression Models£©ÏÂÃæÊÇÎÒÖ±½Ócopy¹ýÀ´µÄ´úÂ룬ÔÚRstudioÖÐÖ±½ÓÊäÈë¾ÍºÃ£¬»á ...
2021-12-25 16:40 - °¢¿¨ÀÙ - winbugs¼°ÆäËûÈí¼þר°æ
PVAR2°üºÏ¼¯
5 ¸ö»Ø¸´ - 1885 ´Î²é¿´
½ñÈÕдÂÛ
ÎĵÄʱºòÒªÓÃP
VARÄ£ÐÍ£¬µ½ÍøÉϲéÕÒÁËÒ»±é£¬¸Ð¾õ×ÊÔ´ºÍ´úÂë±È½Ï»ìÂÒ£¬·ÖÏíÒ»ÏÂ×Ô¼ºÓöµ½µÄ¼¸¸öСÎÊÌ⣬½ö¹©²Î¿¼¡£
1.¾¹ÜÖ®¼ÒûÓÐÂÛ̳±Ò£¬ÎÞ·¨ÏÂÔØ£¬×î¼òµ¥µÄÍê³ÉÉí·ÝÈÏÖ¤¼´¿ÉÄõ½Ê®¸öÂÛ̳±Ò
2.P
VAR2°üÄ¿Ç°Ö÷ ...
2022-5-19 14:40 - colin_chen111 - Stataר°æ
³öÏÖoption datevar() requiredÎÊÌâÇóÖú
1 ¸ö»Ø¸´ - 1295 ´Î²é¿´
estudy ret_ibm ret_cocacola ret_boa ret_ford ret_boeing(ret_apple ret_netflix ret_google ret_facebook) ,
datevar(date) evdate(12042016) dateformat(MDY)
ÏÔʾÁËÈçͼµÄ´íÎó
ÆÚ´ý´óÉñ½â´ð
2022-3-20 22:13 - gengyan1 - Stataר°æ
»ùÓÚ¼«ÖµÀíÂÛµÄPOT·½·¨¼ÆËãVaRÓëES
4 ¸ö»Ø¸´ - 1545 ´Î²é¿´
ÒÔ±ÈÌرÒ2017-12-18µ½2021-06-20µÄÈÕ¶ÔÊýÊÕÒæÂÊΪÀý¡£´úÂëÀïÃ溬ÓÐ×¢ÊÍ£¬¼´Ê¹Ã»ÓÐRÓïÑÔ»ù´¡µÄÒ²¿ÉÒÔÄ£·Âѧϰ
1.Êý¾Ý¼ÓÔØ
2.¶ÔÊýÊÕÒæÂÊ
3.²ÎÊý¹À¼Æ
ÓÉÒÔÉϹÀ¼Æ½á¹û¿ÉÖª£º¦Î£¬¦Ò£¬¦Ì ...
2021-6-28 17:32 - 201518050108 - ÏÖ½ð½»Ò×°æ
TVP-VARÄ£Ð͵ıäÁ¿Ë³Ðò
5 ¸ö»Ø¸´ - 2706 ´Î²é¿´
ÔÚ½øÐÐTVP-
VARÄ£Ð͵ĴúÂëÔËÐÐʱ£¬±äÁ¿µÄ˳ÐòÊÇÔõôÅŵġ£±ÈÈçy=x1+x2+x3.ÓеÄÈËÊÇÕâÑùÅŵÄasvar=£¨¡°y¡±,"x1","x2","x3"£©.ÓеÄÈËÊÇÕâÑùÅŵÄasvar=£¨"x1","x2","x3","y"£©.ËùÒÔµ½µ×Ó¦¸ÃÔõÑùÅÅ??Çó¸æÖª¡£
2022-4-6 15:47 - shipingggg - ÇóÖú³É¹¦Çø
Á¬Óñ¾ýpvar2¹¤¾ßѹËõ°ü-±¾È˵ÚÒ»¸öÌû×Ó
28 ¸ö»Ø¸´ - 7270 ´Î²é¿´
ÏÂÔغóÌí¼Óµ½plus-p
Îļþ¼ÐÖм´¿ÉÓÃÓÐÅóÓÑÌᵽûÓÐhelmºÍsgmm.adoÁ½¸ö
Îļþ£¬ÎҶԴ˱íʾ±§Ç¸Ñ½£¬ÒòΪµÚÒ»´Î·¢Ìûû¾Ñ飬ûÓÐ˵Ã÷°²×°°ü¾ßÌåÄÚÈÝ£¬ÕâÀïͼƬ²¹ÉÏ¡£ÅóÓÑÃÇÏÂÔØÇ°¿´¿´ÊÇ·ñ·ûºÏÐèÇóѽ£¡
2021-4-12 15:14 - …d³ÓíÈ…d - Stataר°æ
¾²Ì¬ÍøÂçCoVaRÄ£ÐÍ¡ª¡ª»ùÓÚ·ÖλÊý»Ø¹é
0 ¸ö»Ø¸´ - 1002 ´Î²é¿´
×ÊÁϼò½éʵÏÖ¶ÔÏà¹ØÆÚ¿¯ÂÛ
ÎĽøÐÐÂÛ
ÎÄÖØÏÖ£¬½â¾öʵ֤·ÖÎöºÍÂÛ
ÎÄд×÷Öеļ¼Êõ²Ù×÷ÎÊÌâ¡£ÀïÃæ°üº¬ÁË¡¾Êý¾Ý¡¿¡¾´úÂë¡¿¡¾²½Öè¡¿£¬¿ÉÒÔ·½±ãµÄÀûÓÃÕâ¸öÊÖ²á½â¾ö´ó²¿·ÖÀûÓ÷ÖλÊý»Ø¹é¼ÆË㾲̬CoVaRµÄÂÛ
ÎĵÄÄ£ÐÍʵÏÖÎÊÌâ¡£¼´´Ó ...
2021-11-27 17:42 - ³ÂÆæµÄ¼Ò - ÏÖ½ð½»Ò×°æ
tvpvarÄ£ÐÍOxMetrics´úÂë¼°Ä£ÐÍ´úÂëÏê½â
4 ¸ö»Ø¸´ - 2890 ´Î²é¿´
×ÔѧTVP-
VARÄ£ÐÍ£¬·¢ÏÖÕâ¸öÄ£ÐÍÄÃÀ´×ö±ÏÉèÊǺܲ»´íµÄ¡£
ÔÚÔ×÷Õß×ÔѧÊÖ²á»ù´¡ÉÏÏêϸ±ê×¢ÁËÄ£Ð͵ÄʹÓ÷½·¨£¬¿´ÍêÄܺܿìÉÏÊÖTVP-
VARÄ£ÐÍ
æ¢ÃÃƪ£ºhttps://bbs.pinggu.org/thread-10459050-1-1.html£¨MATLAB°æ£©
...
2021-9-3 17:41 - KingChen1018 - ÏÖ½ð½»Ò×°æ