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  • 微观计量经济学:方法与应用program.data.output.zip

    本附件包括:
    • bar2.gif
    • ch7dataforboot.dta
    • DATA66.dat
    • DATA66.dct
    • ema1996.asc
    • ema1996.dta
    • mma04p1wls.asc
    • mma04p1wls.do
    • mma04p1wls.txt
    • mma04p2qreg.do
    • mma04p2qreg.txt
    • mma04p3iv.asc
    • mma04p3iv.do
    • mma04p3iv.txt
    • mma04p4ivweak.asc
    • mma04p4ivweak.do
    • mma04p4ivweak.txt
    • mma05data.asc
    • mma05p1mle.do
    • mma05p1mle.txt
    • mma05p2nls.do
    • mma05p2nls.txt
    • mma05p3nlsbyml.do
    • mma05p3nlsbyml.txt
    • mma05p4margeffects.do
    • mma05p4margeffects.txt
    • mma06p1nl2sls.asc
    • mma06p1nl2sls.lim
    • mma06p1nl2sls.out
    • mma06p2Theil.txt
    • mma06p2twostage.do
    • mma06p2twostage.txt
    • mma07p1mltests.asc
    • mma07p1mltests.do
    • mma07p1mltests.txt
    • mma07p2power.do
    • mma07p2power.txt
    • mma07p3montecarlo.do
    • mma07p3montecarlo.txt
    • mma07p4boot.asc
    • mma07p4boot.do
    • mma07p4boot.dta
    • mma07p4boot.txt
    • mma07p4bootreps.dta
    • mma08p1cmtests.asc
    • mma08p1cmtests.do
    • mma08p1cmtests.txt
    • mma08p2nonnested.asc
    • mma08p2nonnested.do
    • mma08p2nonnested.txt
    • mma08p3diagnostics.asc
    • mma08p3diagnostics.do
    • mma08p3diagnostics.txt
    • mma09p1np.asc
    • mma09p1np.do
    • mma09p1np.txt
    • mma09p2npmore.asc
    • mma09p2npmore.do
    • mma09p2npmore.txt
    • mma09p3kernels.asc
    • mma09p3kernels.do
    • mma09p3kernels.txt
    • mma10p1gradient.do
    • mma10p1gradient.txt
    • mma11p1boot.asc
    • mma11p1boot.do
    • mma11p1boot.dta
    • mma11p1boot.txt
    • mma11p1bootreps.dta
    • mma12p1integration.do
    • mma12p1integration.txt
    • mma12p2mslmsm.asc
    • mma12p2mslmsm.do
    • mma12p2mslmsm.txt
    • mma12p3draws.do
    • mma12p3draws.txt
    • mma13p1bayesthm.do
    • mma13p1bayesthm.txt
    • mma13p2bayesgibbs.log
    • mma13p2bayesgibbs.lst
    • mma13p2bayesgibbs.sas
    • mma14p1binary.asc
    • mma14p1binary.do
    • mma14p1binary.txt
    • mma14p2maxscore.lim
    • mma14p2maxscore.out
    • mma15p1mnl.do
    • mma15p1mnl.txt
    • mma15p2gev.do
    • mma15p2gev.txt
    • mma15p3mnl.lim
    • mma15p3mnl.out
    • mma15p4gev.asc
    • mma15p4gev.lim
    • mma15p4gev.out
    • mma16p1tobit.asc
    • mma16p1tobit.do
    • mma16p1tobit.txt
    • mma16p2mills.do
    • mma16p2mills.txt
    • mma16p3selection.asc
    • mma16p3selection.do
    • mma16p3selection.txt
    • mma17p1km.do
    • mma17p1km.txt
    • mma17p2kmextra.do
    • mma17p2kmextra.txt
    • mma17p3weib.do
    • mma17p3weib.txt
    • mma17p4duration.do
    • mma17p4duration.txt
    • mma18p1heterogeneity.do
    • mma18p1heterogeneity.txt
    • mma19p1comprisks.do
    • mma19p1comprisks.txt
    • mma20p1count.asc
    • mma20p1count.do
    • mma20p1count.txt
    • mma21p1panbasic.do
    • mma21p1panfeandre.do
    • mma21p1panfeandre.txt
    • mma21p2panmanual.do
    • mma21p2panmanual.txt
    • mma21p2panresiduals.txt
    • mma21p3panresiduals.do
    • mma21p3panresiduals.txt
    • mma21p4pangls.do
    • mma21p4pangls.txt
    • mma22p1pangmm.do
    • mma22p1pangmm.txt
    • mma23p1pannonlin.do
    • mma23p1pannonlin.txt
    • mma24p1olscluster.do
    • mma24p1olscluster.txt
    • mma24p2poiscluster.do
    • mma24p2poiscluster.txt
    • mma25p1treatment.do
    • mma25p1treatment.txt
    • mma25p2matching.do
    • mma25p2matching.txt
    • mma25p3extra.do
    • mma25p3extra.txt
    • mmadata.html
    • mmaprograms.html
    • mmaprogramsexplain.html
    • MOM.dat
    • MOMprecise.dat
    • NLDATA.ASC
    • nswpsid.da1
    • nswpsid.dta
    • nswre74_all.asc
    • nswre74_control.dta
    • nswre74_treated.dta
    • patr7079.asc
    • probitsimresults.dta
    • propensity_cps.asc
    • propensity_cps.dta
    • psidf3050.dat
    • qreg0902.asc
    • qreg0902.dta
    • randdata.dta
    • readme.txt
    • strkdur.asc
    • strkdur.dta
    • vietnam_ex1.asc
    • vietnam_ex1.dta
    • vietnam_ex2.asc
    • vietnam_ex2.dta
    • xyforsim.dta
  • 3.94 MB
  • 2021-3-6
  • 1.MCMC and Gibbs Sampling.rar
       1

    本附件包括:
    • 1.MCMC and Gibbs Sampling.mp4
  • 19.82 MB
  • 2020-6-30
  • State-Space Models with Regime Switching Classical and Gibbs-Sampling Approaches.zip

    本附件包括:
    • State-Space Models with Regime Switching Classical and Gibbs-Sampling Approaches with Applications.pdf
  • 37.81 MB
  • 2019-1-17
  • RP2.zip

    本附件包括:
    • Markov Chains Gibbs Fields, Monte Carlo Simulation, and Queues.pdf
    • Adventures in Stochastic Processes Resnick.pdf
  • 70.66 MB
  • 2018-5-27
  • 贝叶斯分析.zip
       课件

    本附件包括:
    • 13_Gibbs.pdf
    • 10_Linear_Regression.pdf
    • 11_EM_algorithm.pdf
    • 12_Simple_Methods.pdf
    • 14_Metropolis_Hastings(1).pdf
    • 15_revision(1).pdf
    • 16_Complex_Models(1).pdf
    • 17_Convergence.pdf
    • 18_MCMC_Model_Comparison.pdf
    • 1_intro_offline(1).pdf
    • 2_basics(2).pdf
    • 3_Bayesian_probability(1).pdf
    • 4_conjugate_distributions(1).pdf
    • 5_more_on_priors.pdf
    • 6_multivariate(2)(1).pdf
    • 7_outputs(1).pdf
    • 8_model_comparison(1).pdf
    • 9_Bayes_Factors.pdf
  • 3.07 MB
  • 2018-4-14
  • Use R!(2009A-2012G).rar

    本附件包括:
    • 2010.Introduction to probability simulation and Gibbs sampling with R(2010).pdf
    • 2009.Applied Statistical Genetics with R_ For Population-based Association Studies(2009).pdf
    • 2009.Bayesian Computation with R(2009).pdf
    • 2009.Dynamic Linear Models with R(2009).pdf
    • 2009.Functional data analysis with R and MATLAB(2009).pdf
    • 2009.ggplot2_ Elegant Graphics for Data Analysis(2009).pdf
    • 2009.Introductory Time Series with R(2009).pdf
    • 2009.R Through Excel_ A Spreadsheet Interface for Statistics, Data Analysis, and Graphics(2009).pdf
    • 2010.Introducing Monte Carlo Methods with R(2010).pdf
    • 2011.An Introduction to Applied Multivariate Analysis with R(2011).pdf
    • 2011.Business Analytics for Managers(2011).pdf
    • 2011.Chemometrics with R_ Multivariate Data Analysis in the Natural Sciences and Life Sciences(2011).pdf
    • 2011.Data Mining with Rattle and R_ The Art of Excavating Data for Knowledge Discovery(2011).pdf
    • 2011.Forest Analytics with R_ An Introduction(2011).pdf
    • 2011.Numerical Ecology with R(2011).pdf
    • 2012.Analysis of Phylogenetics and Evolution with R(2012).pdf
    • 2012.Behavioral Research Data Analysis with R(2012).pdf
    • 2012.Biostatistics with R_ An Introduction to Statistics Through Biological Data(2012).pdf
    • 2012.Competing Risks and Multistate Models with R(2012).pdf
    • 2012.Graphical Models with R-Springer-Verlag New York (2012).pdf
  • 91.17 MB
  • 2017-9-15
  • datasets used in Microeconometrics-Methods and Applications .zip
       《Microeconometrics: Methods and Applications》v2005

    本附件包括:
    • ema1996.asc
    • mma04p1wls.asc
    • mma04p3iv.asc
    • mma04p4ivweak.asc
    • mma05data.asc
    • mma06p1nl2sls.asc
    • mma07p1mltests.asc
    • mma07p4boot.asc
    • mma08p1cmtests.asc
    • mma08p2nonnested.asc
    • mma08p3diagnostics.asc
    • mma09p1np.asc
    • mma09p2npmore.asc
    • mma09p3kernels.asc
    • mma11p1boot.asc
    • mma12p2mslmsm.asc
    • mma14p1binary.asc
    • mma15p4gev.asc
    • mma16p1tobit.asc
    • mma16p3selection.asc
    • mma20p1count.asc
    • NLDATA.ASC
    • nswre74_all.asc
    • patr7079.asc
    • propensity_cps.asc
    • qreg0902.asc
    • strkdur.asc
    • vietnam_ex1.asc
    • vietnam_ex2.asc
    • nswpsid.da1
    • DATA66.dat
    • MOM.dat
    • MOMprecise.dat
    • psidf3050.dat
    • DATA66.dct
    • mma04p1wls.do
    • mma04p2qreg.do
    • mma04p3iv.do
    • mma04p4ivweak.do
    • mma05p1mle.do
    • mma05p2nls.do
    • mma05p3nlsbyml.do
    • mma05p4margeffects.do
    • mma06p2twostage.do
    • mma07p1mltests.do
    • mma07p2power.do
    • mma07p3montecarlo.do
    • mma07p4boot.do
    • mma08p1cmtests.do
    • mma08p2nonnested.do
    • mma08p3diagnostics.do
    • mma09p1np.do
    • mma09p2npmore.do
    • mma09p3kernels.do
    • mma10p1gradient.do
    • mma11p1boot.do
    • mma12p1integration.do
    • mma12p2mslmsm.do
    • mma12p3draws.do
    • mma13p1bayesthm.do
    • mma14p1binary.do
    • mma15p1mnl.do
    • mma15p2gev.do
    • mma16p1tobit.do
    • mma16p2mills.do
    • mma16p3selection.do
    • mma17p1km.do
    • mma17p2kmextra.do
    • mma17p3weib.do
    • mma17p4duration.do
    • mma18p1heterogeneity.do
    • mma19p1comprisks.do
    • mma20p1count.do
    • mma21p1panbasic.do
    • mma21p1panfeandre.do
    • mma21p2panmanual.do
    • mma21p3panresiduals.do
    • mma21p4pangls.do
    • mma22p1pangmm.do
    • mma23p1pannonlin.do
    • mma24p1olscluster.do
    • mma24p2poiscluster.do
    • mma25p1treatment.do
    • mma25p2matching.do
    • mma25p3extra.do
    • ch7dataforboot.dta
    • ema1996.dta
    • mma07p4boot.dta
    • mma07p4bootreps.dta
    • mma11p1boot.dta
    • mma11p1bootreps.dta
    • nswpsid.dta
    • nswre74_control.dta
    • nswre74_treated.dta
    • probitsimresults.dta
    • propensity_cps.dta
    • qreg0902.dta
    • randdata.dta
    • strkdur.dta
    • vietnam_ex1.dta
    • vietnam_ex2.dta
    • xyforsim.dta
    • bar2.gif
    • mmadata.html
    • mmaprograms.html
    • mmaprogramsexplain.html
    • mma06p1nl2sls.lim
    • mma14p2maxscore.lim
    • mma15p3mnl.lim
    • mma15p4gev.lim
    • mma13p2bayesgibbs.log
    • mma13p2bayesgibbs.lst
    • mma06p1nl2sls.out
    • mma14p2maxscore.out
    • mma15p3mnl.out
    • mma15p4gev.out
    • mma13p2bayesgibbs.sas
    • mma04p1wls.txt
    • mma04p2qreg.txt
    • mma04p3iv.txt
    • mma04p4ivweak.txt
    • mma05p1mle.txt
    • mma05p2nls.txt
    • mma05p3nlsbyml.txt
    • mma05p4margeffects.txt
    • mma06p2Theil.txt
    • mma06p2twostage.txt
    • mma07p1mltests.txt
    • mma07p2power.txt
    • mma07p3montecarlo.txt
    • mma07p4boot.txt
    • mma08p1cmtests.txt
    • mma08p2nonnested.txt
    • mma08p3diagnostics.txt
    • mma09p1np.txt
    • mma09p2npmore.txt
    • mma09p3kernels.txt
    • mma10p1gradient.txt
    • mma11p1boot.txt
    • mma12p1integration.txt
    • mma12p2mslmsm.txt
    • mma12p3draws.txt
    • mma13p1bayesthm.txt
    • mma14p1binary.txt
    • mma15p1mnl.txt
    • mma15p2gev.txt
    • mma16p1tobit.txt
    • mma16p2mills.txt
    • mma16p3selection.txt
    • mma17p1km.txt
    • mma17p2kmextra.txt
    • mma17p3weib.txt
    • mma17p4duration.txt
    • mma18p1heterogeneity.txt
    • mma19p1comprisks.txt
    • mma20p1count.txt
    • mma21p1panfeandre.txt
    • mma21p2panmanual.txt
    • mma21p2panresiduals.txt
    • mma21p3panresiduals.txt
    • mma21p4pangls.txt
    • mma22p1pangmm.txt
    • mma23p1pannonlin.txt
    • mma24p1olscluster.txt
    • mma24p2poiscluster.txt
    • mma25p1treatment.txt
    • mma25p2matching.txt
    • mma25p3extra.txt
    • readme.txt
  • 3.94 MB
  • 2015-10-25
  • Bayesian_material.rar

    本附件包括:
    • Casella&George_1992_Explaining the Gibbs Sampler.pdf
    • Gelman&Rubin_1992_Inference from iterative simulation using multiple sequences.pdf
    • The Metropolitan-Hastings Algorithm and Extensions.pdf
    • Sinharay_2003_Assessing convergence of the Markov chain Monte Carlo algorithms- A review.pdf
    • Wishart_distribution and Inverse-Wishart Sampling.pdf
    • Bayesian Data Analysis 2nd edition.pdf
    • Bayesian measures of model complexity and fit-DIC.pdf
    • Bayesian Semi-parametric and Non-parametric Methods for Marketing and Micro-econometrics.pdf
    • Chib&Greenberg_1995_Understanding the Metropolis-Hastings Algorithm.pdf
    • Metropolis Sampling for a 2-Valued Random Variable.pdf
  • 48.49 MB
  • 2014-3-17
  • Bayesian_material.rar

    本附件包括:
    • Casella&George_1992_Explaining the Gibbs Sampler.pdf
    • Gelman&Rubin_1992_Inference from iterative simulation using multiple sequences.pdf
    • The Metropolitan-Hastings Algorithm and Extensions.pdf
    • Sinharay_2003_Assessing convergence of the Markov chain Monte Carlo algorithms- A review.pdf
    • Wishart_distribution and Inverse-Wishart Sampling.pdf
    • Bayesian Data Analysis 2nd edition.pdf
    • Bayesian measures of model complexity and fit-DIC.pdf
    • Bayesian Semi-parametric and Non-parametric Methods for Marketing and Micro-econometrics.pdf
    • Chib&Greenberg_1995_Understanding the Metropolis-Hastings Algorithm.pdf
  • 48.4 MB
  • 2014-3-17
  • kim-nelson_1.zip
       Kim and Nelson, "State-space Models with Regime Switching"的RATS代码和数据文件

    本附件包括:
    • clark_bivariate.xls
    • ew_excs.prn
    • gbs_ato.dat
    • gdp4795.prn
    • graciela.txt
    • int_cpuq.prn
    • kimnp037_bi.rpf
    • kimnp037_uni.rpf
    • kimnp044.rpf
    • kimnp048.rpf
    • kimnp078_1984.rpf
    • kimnp078_1995.rpf
    • kimnp082.rpf
    • kimnp086.rpf
    • kimnp111.rpf
    • kimnp115.rpf
    • kimnp115gibbs.rpf
    • kimnp124.rpf
    • kimnp126.rpf
    • kimnp180.rpf
    • kimnp182.rpf
    • kimnp196.rpf
    • kimnp218.rpf
    • kimnp219.rpf
    • kimnp229.rpf
    • kimnp247.rpf
    • kimnp266.rpf
    • s&w.xls
    • tvp.xls
    • tvpmrkf.prn
  • 95.08 KB
  • 2014-1-29
  • 120211.zip
       Matlab Codes

    本附件包括:
    • GibbsSample.m
    • setup.m
    • README.txt
    • cap.m
    • LICENSE.txt
    • gpl.txt
    • FactorGraph.m
    • checkFactorGraph.m
    • absorb.m
    • absorption.m
    • absorptionID.m
    • ancestors.m
    • ancestralorder.m
    • ancestralsample.m
    • assign.m
    • bar3zcolor.m
    • bucketelim.m
    • condindep.m
    • condpot.m
    • dag.m
    • deltapot.m
    • descendents.m
    • disptable.m
    • divpots.m
    • edges.m
    • elimtri.m
    • evalpot.m
    • eyepot.m
    • ind2subv.m
    • istree.m
    • jtassignpot.m
    • jtree.m
    • jtreeID.m
    • lengthcell.m
    • markov.m
    • maxpot.m
    • maxprodFG.m
    • maxsumpot.m
    • mostprobablepath.m
    • multpots.m
    • numstates.m
    • orderpotfields.m
    • orderpot.m
    • potscontainingonly.m
    • potvariables.m
    • randgen.m
    • replace.m
    • setdiff_unsorted.m
    • setevpot.m
    • setpot.m
    • spantree.m
    • subv2ind.m
    • triangulateComponent.m
    • sumpot.m
    • sumpots.m
    • sumprodFG.m
    • triangulate.m
    • triangulatePorder.m
    • uniquepots.m
    • validgridposition.m
    • whichpot.m
    • maxarray.m
    • connectedComponents.m
    • changevar.m
    • FactorConnectingVariable.m
    • VariableConnectingFactor.m
    • drawFG.m
    • maxNarray.m
    • maxNpot.m
    • maxNprodFG.m
    • mvrandn.m
    • dirrnd.m
    • mygamrnd.m
    • blanknames.m
    • blankstates.m
    • MesstoFact.m
    • squeezepots.m
    • MDPsolve.m
    • table.m
    • normp.m
    • argmax.m
    • potsample.m
    • logpot.m
    • condindepEmp.m
    • condMI.m
    • count.m
    • chi2test.m
    • neigh.m
    • field2cell.m
    • mynchoosek.m
    • mynanmean.m
    • MDPemDeterministicPolicy.m
    • EMqTranMarginal.m
    • EMqUtilMarginal.m
    • EMminimizeKL.m
    • EMvalueTable.m
    • EMTotalBetaMessage.m
    • sumpotID.m
    • IDvars.m
    • noselfpath.m
    • parents.m
    • children.m
    • drawJTree.m
    • drawNet.m
    • drawID.m
    • exppot.m
    • LoopyBP.m
    • MaxFlow.m
    • myones.m
    • setstate.m
    • condindepPot.m
    • myzeros.m
    • myrand.m
    • mostprobablepathmult.m
    • mynansum.m
    • isoctave.m
    • potistyped.m
    • logsigma.m
    • setfields.m
    • PCskeletonOracle.m
    • PCorient.m
    • PCskeletonData.m
    • BDscore.m
    • learnBayesNet.m
    • normpot.m
    • KLdiv.m
    • condMIemp.m
    • MIemp.m
    • squeezestates.m
    • JTsample.m
    • singleparenttree.m
    • neighboursize.m
    • argmin.m
    • IPF.m
    • nonzerovalue.m
    • empdist.m
    • learnMarkovDecomp.m
    • EntropyEmp.m
    • mylogsig.m
    • grouppot.m
    • ungrouppot.m
    • groupstate.m
    • makeThinJT.m
    • gatherstrings.m
    • getdimind.m
    • EMbeliefnet.m
    • majority.m
    • nearNeigh.m
    • svdm.m
    • BayesLogRegressionRVM.m
    • CanonVar.m
    • GPreg.m
    • LogReg.m
    • avsigmaGauss.m
    • covfnGE.m
    • logdet.m
    • plsa.m
    • plsaCond.m
    • sigmoid.m
    • sigma.m
    • softloss.m
    • rbf.m
    • kernel.m
    • sqdist.m
    • BayesLinReg.m
    • HMMem.m
    • condp.m
    • condexp.m
    • HMMviterbi.m
    • HMMsmooth.m
    • HMMforward.m
    • HMMbackward.m
    • logsumexp.m
    • HMMgamma.m
    • mixMarkov.m
    • pointsCov.m
    • GMMem.m
    • Kmeans.m
    • MIXprodBern.m
    • LDSsmooth.m
    • LDSsubspace.m
    • LDSforwardUpdate.m
    • LDSbackwardUpdate.m
    • LDSforward.m
    • LDSbackward.m
    • SLDSforward.m
    • SLDSbackward.m
    • logeps.m
    • mix2mix.m
    • placeobject.m
    • sumlog.m
    • metropolis.m
    • logp.m
    • compat.m
    • betaXbiggerY.m
    • HebbML.m
    • NaiveBayesTrain.m
    • NaiveBayesTest.m
    • NaiveBayesDirichletTrain.m
    • NaiveBayesDirichletTest.m
    • logZdirichlet.m
    • SARlearn.m
    • ARtrain.m
    • HMMforwardSAR.m
    • HMMbackwardSAR.m
    • HMMsmoothSAR.m
    • ARlds.m
    • pca.m
    • hinton.m
    • FA.m
    • plotCov.m
    • GaussCond.m
    • SVMtrain.m
    • cca.m
    • SLDSmargGauss.m
    • binaryMRFmap.m
    • GPclass.m
    • cliquedecomp.m
    • rasch.m
    • conjgrad.m
    • Contents.m
  • 4.63 MB
  • 2012-3-20
  • State-Space Models with Regime Switching.rar

    本附件包括:
    • State-Space Models with Regime Switching Classical and Gibbs-Sampling Approaches with Applications by Chang-Jin Kim.chm
  • 2.68 MB
  • 2011-10-26
  • 新建文件夹.rar

    本附件包括:
    • _数量经济技术经济研究_2009年总目录.pdf
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    • 结构失衡_潮涌现象_与通胀_通缩逆转.pdf
    • 具有结构突变的小样本GIBBS抽样单位根检验方法研究.pdf
    • 数量经济学专业博士研究生课程设置的中外比较分析.pdf
    • 我国服务业生产率及其影响因素分析_基于随机前沿生产函数的实证研究.pdf
    • 我国股票市场和外汇市场波动溢出效应分析.pdf
    • 要素投入_全要素生产率与地区经济差距_基于中国省区数据的实证分析.pdf
    • 中国出口贸易外溢效应的分类检验.pdf
    • 中国经济中长期增长潜力分析与预测_2008_2020年.pdf
    • 中国与世界金融市场从分割走向整合_基于DCC_MGARCH模型的检验.pdf
    • 中国制造业行业生产率的变动及影响因素_基于_省略_技术的1998_2007年行业.pdf
  • 5.91 MB
  • 2010-12-1
  • Bayesian analysis and MCMC 4.zip

    本附件包括:
    • marginal likelihood from Gibbs output.pdf
    • Discrete-Time Stochastic Volatili.pdf
    • discussion of MCMC-based inference by R.pdf
    • Estimation of Stochastic Volatility Models- An.pdf
    • Inference With Non-Gaussian Ornstein-Uhlenbeck Processes.pdf
    • LectureNotes_6 MCMC.pdf
    • marginal likelihood from metropolis-hasting output.pdf
    • Markov Chain Monte Carlo for Statistical Inference.pdf
    • Markov Chain Monte Carlo Methods for Bayesian Analysis.pdf
    • Markov Chain Monte Carlo methods for Generalized Stochastic Volatility Models.pdf
    • markov chain monte carlo simulation methods in econometrics.pdf
    • Markov Chains for Exploring Posterior Distributions Luke Tierney.pdf
  • 5.12 MB
  • 2010-9-5
  • Bayesian analysis and MCMC 3.zip

    本附件包括:
    • MCMC and Gibbs sampling.pdf
    • MCMC analysis of diffusian model with application to finance.pdf
    • MCMC Bayesian Estimation of a Skew-GED Stochastic.pdf
    • McMC Estimation of Multiscale Sto.pdf
    • MCMC for bayesian analysis.pdf
    • MCMC for statistic inference.pdf
    • MCMC Methods for Continuous-Time financial econometrics.pdf
    • MCMC Methods for Estimating Stochastic volatility model with leverage effect.pdf
    • MCMC Methods for Financial Econometrics.pdf
    • MCMC methods implemetation and comparison.pdf
    • mcmc-gibbs-intro.pdf
    • Metropolis in R.pdf
    • modeling stochastic volatility with application to stock returns.pdf
  • 9.52 MB
  • 2010-9-5
  • Bayesian analysis and MCMC 1.zip

    本附件包括:
    • 基于Gibbs抽样的厚尾SV模型贝叶斯分析及其应用.pdf
    • understanding the metropolis-hastings algorithm.pdf
    • 具有缺失数据的贝叶斯网络结构学习算法研究.pdf
    • 基于MCMC方法的粒子滤波改进算法.pdf
    • 基于MCMC方法的贝叶斯AR_p_模型分析.pdf
    • 基于MCMC的金融市场风险VaR的估计.pdf
    • 用MCMC 方法估计常见利率模型.pdf
    • 马尔可夫状态转换加随机波动瞬时利率.pdf
    • 马尔可夫链.pdf
  • 5.92 MB
  • 2010-9-5
  • Hasbrouck_SAS program.rar

    本附件包括:
    • EMM Roll Gibbs v0100 (4).pdf
    • RollGibbs 01.sas
    • RollGibbs 2-trade case.sas
    • RollGibbs Analyze q.sas
    • RollGibbs Library 01.sas
    • RollGibbs.sas
    • RollGibbsBeta 01.sas
    • RollGibbsBeta.sas
  • 418.37 KB
  • 2010-6-23
  • 330577.pdf
       (对MCMC讲得很清楚)Markov Chain Monte Carlo and Gibbs Sampling

  • 412.28 KB
  • 2009-5-28
  • 317234.rar
       markov chain monte carlo 课件

    本附件包括:
    • 2. MCMC Basics--Metropolis, Metropolis-Hastings, and Gibbs Sampling.pdf
    • Monte Carlo Strategies in Scientific Computing.pdf
    • Monte Carlo Strategies in Scientific Computing ERRATA LIST.pdf
    • 6. Cluster sampling with SW-cut.pdf
    • 5. Trans-dimensional MCMC.pdf
    • 7. Data-driven MCMC Integrating MCMC Search with Discriminative Computing.pdf
    • 1. Introduction to Markov Chain Monte Carlo.pdf
    • 3. A variety of tricks for MCMC design.pdf
    • 4. Convergence and Exact sampling techniques.pdf
  • 8.43 MB
  • 2009-4-20
  • 290139.pdf
       [下载]2007年书-Rob J. Krueger, David Gibbs -The Sustainable Development Paradox: Urban

  • 1.63 MB
  • 2009-2-2
  • 257190.rar
       WinRats6.2 (Only sale 50)

    本附件包括:
    • VARLAGSELECT.SRC
    • VARMADLM.SRC
    • VARSPECTRUM.SRC
    • VRATIO.SRC
    • YULELAGS.SRC
    • YULEVAR.SRC
    • ZIVOT.SRC
    • INCEXP.TXT
    • BONDS.WKS
    • CONSUMER.WKS
    • GRUNFELD.WKS
    • HSDATA.WKS
    • RENTAL.WKS
    • RETURNS.WKS
    • STATES.WKS
    • Rats32s.exe
    • Ratsd32s.exe
    • CHLI.DLL
    • Dlxapi32.dll
    • AUTO1.ASC
    • CPS88.ASC
    • GARCH.ASC
    • TOBACCO.ASC
    • RATSTOUR.CNT
    • winrats.CNT
    • BASICS.DAT
    • EXDATA.DAT
    • FOODDATA.DAT
    • GRUNFELD.DAT
    • KLEIN.DAT
    • PROBIT.DAT
    • union.dat
    • ADAPTIVE.PRG
    • AKAIKE.PRG
    • AR1.PRG
    • ARELLANO.PRG
    • ARIMA.PRG
    • BASICS.PRG
    • BETAS.PRG
    • BONDS.PRG
    • BOOTSIMP.PRG
    • BOOTVAR.PRG
    • BOXCOX.PRG
    • CANMODEL.PRG
    • CAUSAL.PRG
    • CHOW1.PRG
    • CHOW2.PRG
    • CNDITION.PRG
    • COINTTST.PRG
    • CONSTANT.PRG
    • CONSUMER.PRG
    • CUMPDGM.PRG
    • DESEASON.PRG
    • DLMEST.PRG
    • ECT.PRG
    • EXCHANGE.PRG
    • EXPSMO1.PRG
    • EXPSMO2.PRG
    • FRACTINT.PRG
    • GARCHMV.PRG
    • GARCHMVDCC2.PRG
    • GARCHUV.PRG
    • GCONTOUR.PRG
    • GIBBS.PRG
    • GIV.PRG
    • GRCHBOOT.PRG
    • GRFFORE.PRG
    • GRFHGHLO.PRG
    • GRFOVERL.PRG
    • GRFUNC.PRG
    • HAMILTON.PRG
    • HANNAN.PRG
    • HANSEN.PRG
    • HAUSMAN.PRG
    • HETERO.PRG
    • HETTEST.PRG
    • HISTORY.PRG
    • HPFILTER.PRG
    • IMPORT.PRG
    • IMPULSES.PRG
    • INFLUNEM.PRG
    • INSTRMNT.PRG
    • INTERVEN.PRG
    • KLEIN.PRG
    • LOWESS.PRG
    • MONTEARC.PRG
    • MONTESUR.PRG
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    • PDL.PRG
    • PROBIT.PRG
    • QPROG.PRG
    • RANDOMIZ.PRG
    • REPROBIT.PRG
    • RLS.PRG
    • ROBUST.PRG
    • SHILLER.PRG
    • SIMULADD.PRG
    • SIMULEST.PRG
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    • TOBIT.PRG
    • TVARYING.PRG
    • UNION.PRG
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    • RATSTOUR.HLP
    • README.HLP
    • WINRATS.HLP
    • BASICS.XLS
    • BONDS.XLS
    • G10XRATE.XLS
    • NLLSMPC.XLS
    • PRSMALL.XLS
    • QUARTERLY.XLS
    • RETURNS.XLS
    • HOUSING.CSV
    • TRAVEL.CSV
    • BASICS.RAT
    • CANDATA.RAT
    • CITISMPL.RAT
    • DOWJONESHAVER.RAT
    • EXDATA.RAT
    • HAVERATE.RAT
    • HAVERSMP.RAT
    • JPNSAMPL.RAT
    • OECDSMPL.RAT
    • RATES.RAT
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    • USADATA.RAT
    • POSTLOG.PST
    • PROLOG.PST
    • RATSERRS.MSG
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    • BASICS.PRN
    • CORNWELL.PRN
    • GNPDATA.PRN
    • INSTRMNT.PRN
    • KLEIN.PRN
    • ZELLNER.PRN
    • MROZ.RAW
    • BETAS.LST
    • TICKER.LST
    • ABLAGS.SRC
    • ACF2PACF.SRC
    • ACF.SRC
    • ADFAUTO.SRC
    • ADFAUTOSELECT.SRC
    • ADTEST.SRC
    • AGFRACTD.SRC
    • APBREAKTEST.SRC
    • APTEST.SRC
    • ARMADLM.SRC
    • ARMASPECTRUM.SRC
    • BAIPERRON.SRC
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    • BJDIFF.SRC
    • BJEST.SRC
    • BJFORE.SRC
    • BJIDENT.SRC
    • BJTHEIL.SRC
    • BJTRANS.SRC
    • BKFILTER.SRC
    • BLOCKBOOT.SRC
    • BNDECOMP.SRC
    • BSOPTION.SRC
    • CFEAT.SRC
    • CFFILTER.SRC
    • CHOWLIN.SRC
    • CLASSICALDECOMP.SRC
    • CNDITION.SRC
    • CROSSCORR.SRC
    • CROSSPEC.SRC
    • CUMPDGM.SRC
    • CVSTABTEST.SRC
    • DFUNIT.SRC
    • DISTRIB.SRC
    • DIVISIA.SRC
    • DLMGLS.SRC
    • DMARIANO.SRC
    • DSGETOOL.SRC
    • EBA.SRC
    • EGTEST.SRC
    • EGTESTRESIDS.SRC
    • ELFCALC.SRC
    • EQNTOACF.SRC
    • ERSTEST.SRC
    • FLUX.SRC
    • FM.SRC
    • FORCEDFAC.SRC
    • FORCEDFACTOR.SRC
    • FPE.SRC
    • GAIN.SRC
    • GEDDRAW.SRC
    • GENCOMBOS.SRC
    • GNEWBOLD.SRC
    • GPH.SRC
    • GRAPHMATRIX.SRC
    • GREGORYHANSEN.SRC
    • HINICHTEST.SRC
    • HISTOGRAM.SRC
    • HJBOUNDS.SRC
    • HPFILTER.SRC
    • INTERPOL.SRC
    • IPSHIN.SRC
    • JOHMLE.SRC
    • LIML.SRC
    • LOCALTREND.SRC
    • LOGSKEWTDENSITY.SRC
    • MACKCVAL.SRC
    • MACKINNONCV.SRC
    • MARKOV.SRC
    • MEANGROUP.SRC
    • MESA.SRC
    • MIXED.SRC
    • MIXVAR.SRC
    • MODELCOMPANION.SRC
    • MULTIPLEBREAKS.SRC
    • MVBNDECOMP.SRC
    • MVGARCHFORE.SRC
    • MVIDENT.SRC
    • MVJB.SRC
    • MVQSTAT.SRC
    • PANELFM.SRC
    • PDL.SRC
    • PDLREG.SRC
    • PERSIST.SRC
    • PPUNIT.SRC
    • PRINCOMP.SRC
    • PRINFACTORS.SRC
    • PRSETUP.SRC
    • RANMIXTU.SRC
    • RANMIXTURE.SRC
    • REGACTFIT.SRC
    • REGANOVA.SRC
    • REGCORRS.SRC
    • REGCRITS.SRC
    • REGPARTCORR.SRC
    • REGRECUR.SRC
    • REGRECURSIVE.SRC
    • REGTREE.SRC
    • ROBUSTLMTEST.SRC
    • SHORTANDLONGRUN.SRC
    • SPECFORE.SRC
    • SPECTRUM.SRC
    • SPLOM.SRC
    • SSMSPECTRUM.SRC
    • STABTEST.SRC
    • STARTEST.SRC
    • STEPPROBIT.SRC
    • STOCKWAT.SRC
    • SWAMY.SRC
    • SWDOLS.SRC
    • SWTRENDS.SRC
    • TAR.SRC
    • THRESHOLD.SRC
    • THRESHTEST.SRC
    • TSAYTEST.SRC
    • TVARDET.SRC
    • TVARSET.SRC
    • UFOREERRORS.SRC
    • VARCALC.SRC
    • VARFPE.SRC
    • VARIMAX.SRC
    • VARIRF.SRC
  • 2.8 MB
  • 2008-10-17
  • 245535.pdf
       应求发书:state-space models with regime switching:Classical and Gibbs-Sampling Approache

  • 38.39 MB
  • 2008-9-10
  • 206177.rar
       [分享][继续下载]你喜欢的软件肯定有!不信就看一看!

    本附件包括:
    • VARLAGSELECT.SRC
    • VARMADLM.SRC
    • VARSPECTRUM.SRC
    • VRATIO.SRC
    • YULELAGS.SRC
    • YULEVAR.SRC
    • ZIVOT.SRC
    • INCEXP.TXT
    • BONDS.WKS
    • CONSUMER.WKS
    • GRUNFELD.WKS
    • HSDATA.WKS
    • RENTAL.WKS
    • RETURNS.WKS
    • STATES.WKS
    • Rats32s.exe
    • Ratsd32s.exe
    • CHLI.DLL
    • Dlxapi32.dll
    • AUTO1.ASC
    • CPS88.ASC
    • GARCH.ASC
    • TOBACCO.ASC
    • RATSTOUR.CNT
    • winrats.CNT
    • BASICS.DAT
    • EXDATA.DAT
    • FOODDATA.DAT
    • GRUNFELD.DAT
    • KLEIN.DAT
    • PROBIT.DAT
    • union.dat
    • ADAPTIVE.PRG
    • AKAIKE.PRG
    • AR1.PRG
    • ARELLANO.PRG
    • ARIMA.PRG
    • BASICS.PRG
    • BETAS.PRG
    • BONDS.PRG
    • BOOTSIMP.PRG
    • BOOTVAR.PRG
    • BOXCOX.PRG
    • CANMODEL.PRG
    • CAUSAL.PRG
    • CHOW1.PRG
    • CHOW2.PRG
    • CNDITION.PRG
    • COINTTST.PRG
    • CONSTANT.PRG
    • CONSUMER.PRG
    • CUMPDGM.PRG
    • DESEASON.PRG
    • DLMEST.PRG
    • ECT.PRG
    • EXCHANGE.PRG
    • EXPSMO1.PRG
    • EXPSMO2.PRG
    • FRACTINT.PRG
    • GARCHMV.PRG
    • GARCHMVDCC2.PRG
    • GARCHUV.PRG
    • GCONTOUR.PRG
    • GIBBS.PRG
    • GIV.PRG
    • GRCHBOOT.PRG
    • GRFFORE.PRG
    • GRFHGHLO.PRG
    • GRFOVERL.PRG
    • GRFUNC.PRG
    • HAMILTON.PRG
    • HANNAN.PRG
    • HANSEN.PRG
    • HAUSMAN.PRG
    • HETERO.PRG
    • HETTEST.PRG
    • HISTORY.PRG
    • HPFILTER.PRG
    • IMPORT.PRG
    • IMPULSES.PRG
    • INFLUNEM.PRG
    • INSTRMNT.PRG
    • INTERVEN.PRG
    • KLEIN.PRG
    • LOWESS.PRG
    • MONTEARC.PRG
    • MONTESUR.PRG
    • MONTEVAR.PRG
    • MONTEZHA.PRG
    • NEURAL.PRG
    • NLLS.PRG
    • NPREG.PRG
    • OLSMENU.PRG
    • PANEL.PRG
    • PDL.PRG
    • PROBIT.PRG
    • QPROG.PRG
    • RANDOMIZ.PRG
    • REPROBIT.PRG
    • RLS.PRG
    • ROBUST.PRG
    • SHILLER.PRG
    • SIMULADD.PRG
    • SIMULEST.PRG
    • SIMULFOR.PRG
    • SIMULMUL.PRG
    • SIMULTHE.PRG
    • SPECFORE.PRG
    • SPGRAPH.PRG
    • STRUCVAR.PRG
    • SUR.PRG
    • SWAMY.PRG
    • SWARCH.PRG
    • TOBIT.PRG
    • TVARYING.PRG
    • UNION.PRG
    • VARCAUSE.PRG
    • VARLAG.PRG
    • RATSDATW.HLP
    • RATSTOUR.HLP
    • README.HLP
    • WINRATS.HLP
    • BASICS.XLS
    • BONDS.XLS
    • G10XRATE.XLS
    • NLLSMPC.XLS
    • PRSMALL.XLS
    • QUARTERLY.XLS
    • RETURNS.XLS
    • HOUSING.CSV
    • TRAVEL.CSV
    • BASICS.RAT
    • CANDATA.RAT
    • CITISMPL.RAT
    • DOWJONESHAVER.RAT
    • EXDATA.RAT
    • HAVERATE.RAT
    • HAVERSMP.RAT
    • JPNSAMPL.RAT
    • OECDSMPL.RAT
    • RATES.RAT
    • RETURNS.RAT
    • USADATA.RAT
    • POSTLOG.PST
    • PROLOG.PST
    • RATSERRS.MSG
    • AR1.PRN
    • BASICS.PRN
    • CORNWELL.PRN
    • GNPDATA.PRN
    • INSTRMNT.PRN
    • KLEIN.PRN
    • ZELLNER.PRN
    • MROZ.RAW
    • BETAS.LST
    • TICKER.LST
    • ABLAGS.SRC
    • ACF2PACF.SRC
    • ACF.SRC
    • ADFAUTO.SRC
    • ADFAUTOSELECT.SRC
    • ADTEST.SRC
    • AGFRACTD.SRC
    • APBREAKTEST.SRC
    • APTEST.SRC
    • ARMADLM.SRC
    • ARMASPECTRUM.SRC
    • BAIPERRON.SRC
    • BAYESTST.SRC
    • BDSTEST.SRC
    • BICORRTEST.SRC
    • BJAUTOFIT.SRC
    • BJDIFF.SRC
    • BJEST.SRC
    • BJFORE.SRC
    • BJIDENT.SRC
    • BJTHEIL.SRC
    • BJTRANS.SRC
    • BKFILTER.SRC
    • BLOCKBOOT.SRC
    • BNDECOMP.SRC
    • BSOPTION.SRC
    • CFEAT.SRC
    • CFFILTER.SRC
    • CHOWLIN.SRC
    • CLASSICALDECOMP.SRC
    • CNDITION.SRC
    • CROSSCORR.SRC
    • CROSSPEC.SRC
    • CUMPDGM.SRC
    • CVSTABTEST.SRC
    • DFUNIT.SRC
    • DISTRIB.SRC
    • DIVISIA.SRC
    • DLMGLS.SRC
    • DMARIANO.SRC
    • DSGETOOL.SRC
    • EBA.SRC
    • EGTEST.SRC
    • EGTESTRESIDS.SRC
    • ELFCALC.SRC
    • EQNTOACF.SRC
    • ERSTEST.SRC
    • FLUX.SRC
    • FM.SRC
    • FORCEDFAC.SRC
    • FORCEDFACTOR.SRC
    • FPE.SRC
    • GAIN.SRC
    • GEDDRAW.SRC
    • GENCOMBOS.SRC
    • GNEWBOLD.SRC
    • GPH.SRC
    • GRAPHMATRIX.SRC
    • GREGORYHANSEN.SRC
    • HINICHTEST.SRC
    • HISTOGRAM.SRC
    • HJBOUNDS.SRC
    • HPFILTER.SRC
    • INTERPOL.SRC
    • IPSHIN.SRC
    • JOHMLE.SRC
    • LIML.SRC
    • LOCALTREND.SRC
    • LOGSKEWTDENSITY.SRC
    • MACKCVAL.SRC
    • MACKINNONCV.SRC
    • MARKOV.SRC
    • MEANGROUP.SRC
    • MESA.SRC
    • MIXED.SRC
    • MIXVAR.SRC
    • MODELCOMPANION.SRC
    • MULTIPLEBREAKS.SRC
    • MVBNDECOMP.SRC
    • MVGARCHFORE.SRC
    • MVIDENT.SRC
    • MVJB.SRC
    • MVQSTAT.SRC
    • PANELFM.SRC
    • PDL.SRC
    • PDLREG.SRC
    • PERSIST.SRC
    • PPUNIT.SRC
    • PRINCOMP.SRC
    • PRINFACTORS.SRC
    • PRSETUP.SRC
    • RANMIXTU.SRC
    • RANMIXTURE.SRC
    • REGACTFIT.SRC
    • REGANOVA.SRC
    • REGCORRS.SRC
    • REGCRITS.SRC
    • REGPARTCORR.SRC
    • REGRECUR.SRC
    • REGRECURSIVE.SRC
    • REGTREE.SRC
    • ROBUSTLMTEST.SRC
    • SHORTANDLONGRUN.SRC
    • SPECFORE.SRC
    • SPECTRUM.SRC
    • SPLOM.SRC
    • SSMSPECTRUM.SRC
    • STABTEST.SRC
    • STARTEST.SRC
    • STEPPROBIT.SRC
    • STOCKWAT.SRC
    • SWAMY.SRC
    • SWDOLS.SRC
    • SWTRENDS.SRC
    • TAR.SRC
    • THRESHOLD.SRC
    • THRESHTEST.SRC
    • TSAYTEST.SRC
    • TVARDET.SRC
    • TVARSET.SRC
    • UFOREERRORS.SRC
    • VARCALC.SRC
    • VARFPE.SRC
    • VARIMAX.SRC
    • VARIRF.SRC
  • 2.8 MB
  • 2008-4-16
  • 202244.pdf
       [下载]State-Space Models with Regime Switching- Classical and Gibbs-Sampling Approaches w|该帖是一种市场欺诈行为。

  • 79.66 KB
  • 2008-3-31
  • 149707.pdf
       寻State-Space Models with Regime Switching:Classical and Gibbs-Sampling Approaches with

  • 169.6 KB
  • 2007-8-30
  • 65395.rar
       [分享][下载]WINRATS 6.10

    本附件包括:
    • VARLAGSELECT.SRC
    • VARMADLM.SRC
    • VARSPECTRUM.SRC
    • VRATIO.SRC
    • YULELAGS.SRC
    • YULEVAR.SRC
    • ZIVOT.SRC
    • INCEXP.TXT
    • BONDS.WKS
    • CONSUMER.WKS
    • GRUNFELD.WKS
    • HSDATA.WKS
    • RENTAL.WKS
    • RETURNS.WKS
    • STATES.WKS
    • Rats32s.exe
    • Ratsd32s.exe
    • CHLI.DLL
    • Dlxapi32.dll
    • AUTO1.ASC
    • CPS88.ASC
    • GARCH.ASC
    • TOBACCO.ASC
    • RATSTOUR.CNT
    • winrats.CNT
    • BASICS.DAT
    • EXDATA.DAT
    • FOODDATA.DAT
    • GRUNFELD.DAT
    • KLEIN.DAT
    • PROBIT.DAT
    • union.dat
    • ADAPTIVE.PRG
    • AKAIKE.PRG
    • AR1.PRG
    • ARELLANO.PRG
    • ARIMA.PRG
    • BASICS.PRG
    • BETAS.PRG
    • BONDS.PRG
    • BOOTSIMP.PRG
    • BOOTVAR.PRG
    • BOXCOX.PRG
    • CANMODEL.PRG
    • CAUSAL.PRG
    • CHOW1.PRG
    • CHOW2.PRG
    • CNDITION.PRG
    • COINTTST.PRG
    • CONSTANT.PRG
    • CONSUMER.PRG
    • CUMPDGM.PRG
    • DESEASON.PRG
    • DLMEST.PRG
    • ECT.PRG
    • EXCHANGE.PRG
    • EXPSMO1.PRG
    • EXPSMO2.PRG
    • FRACTINT.PRG
    • GARCHMV.PRG
    • GARCHMVDCC2.PRG
    • GARCHUV.PRG
    • GCONTOUR.PRG
    • GIBBS.PRG
    • GIV.PRG
    • GRCHBOOT.PRG
    • GRFFORE.PRG
    • GRFHGHLO.PRG
    • GRFOVERL.PRG
    • GRFUNC.PRG
    • HAMILTON.PRG
    • HANNAN.PRG
    • HANSEN.PRG
    • HAUSMAN.PRG
    • HETERO.PRG
    • HETTEST.PRG
    • HISTORY.PRG
    • HPFILTER.PRG
    • IMPORT.PRG
    • IMPULSES.PRG
    • INFLUNEM.PRG
    • INSTRMNT.PRG
    • INTERVEN.PRG
    • KLEIN.PRG
    • LOWESS.PRG
    • MONTEARC.PRG
    • MONTESUR.PRG
    • MONTEVAR.PRG
    • MONTEZHA.PRG
    • NEURAL.PRG
    • NLLS.PRG
    • NPREG.PRG
    • OLSMENU.PRG
    • PANEL.PRG
    • PDL.PRG
    • PROBIT.PRG
    • QPROG.PRG
    • RANDOMIZ.PRG
    • REPROBIT.PRG
    • RLS.PRG
    • ROBUST.PRG
    • SHILLER.PRG
    • SIMULADD.PRG
    • SIMULEST.PRG
    • SIMULFOR.PRG
    • SIMULMUL.PRG
    • SIMULTHE.PRG
    • SPECFORE.PRG
    • SPGRAPH.PRG
    • STRUCVAR.PRG
    • SUR.PRG
    • SWAMY.PRG
    • SWARCH.PRG
    • TOBIT.PRG
    • TVARYING.PRG
    • UNION.PRG
    • VARCAUSE.PRG
    • VARLAG.PRG
    • RATSDATW.HLP
    • RATSTOUR.HLP
    • README.HLP
    • WINRATS.HLP
    • BASICS.XLS
    • BONDS.XLS
    • G10XRATE.XLS
    • NLLSMPC.XLS
    • PRSMALL.XLS
    • QUARTERLY.XLS
    • RETURNS.XLS
    • HOUSING.CSV
    • TRAVEL.CSV
    • BASICS.RAT
    • CANDATA.RAT
    • CITISMPL.RAT
    • DOWJONESHAVER.RAT
    • EXDATA.RAT
    • HAVERATE.RAT
    • HAVERSMP.RAT
    • JPNSAMPL.RAT
    • OECDSMPL.RAT
    • RATES.RAT
    • RETURNS.RAT
    • USADATA.RAT
    • POSTLOG.PST
    • PROLOG.PST
    • RATSERRS.MSG
    • AR1.PRN
    • BASICS.PRN
    • CORNWELL.PRN
    • GNPDATA.PRN
    • INSTRMNT.PRN
    • KLEIN.PRN
    • ZELLNER.PRN
    • MROZ.RAW
    • BETAS.LST
    • TICKER.LST
    • ABLAGS.SRC
    • ACF2PACF.SRC
    • ACF.SRC
    • ADFAUTO.SRC
    • ADFAUTOSELECT.SRC
    • ADTEST.SRC
    • AGFRACTD.SRC
    • APBREAKTEST.SRC
    • APTEST.SRC
    • ARMADLM.SRC
    • ARMASPECTRUM.SRC
    • BAIPERRON.SRC
    • BAYESTST.SRC
    • BDSTEST.SRC
    • BICORRTEST.SRC
    • BJAUTOFIT.SRC
    • BJDIFF.SRC
    • BJEST.SRC
    • BJFORE.SRC
    • BJIDENT.SRC
    • BJTHEIL.SRC
    • BJTRANS.SRC
    • BKFILTER.SRC
    • BLOCKBOOT.SRC
    • BNDECOMP.SRC
    • BSOPTION.SRC
    • CFEAT.SRC
    • CFFILTER.SRC
    • CHOWLIN.SRC
    • CLASSICALDECOMP.SRC
    • CNDITION.SRC
    • CROSSCORR.SRC
    • CROSSPEC.SRC
    • CUMPDGM.SRC
    • CVSTABTEST.SRC
    • DFUNIT.SRC
    • DISTRIB.SRC
    • DIVISIA.SRC
    • DLMGLS.SRC
    • DMARIANO.SRC
    • DSGETOOL.SRC
    • EBA.SRC
    • EGTEST.SRC
    • EGTESTRESIDS.SRC
    • ELFCALC.SRC
    • EQNTOACF.SRC
    • ERSTEST.SRC
    • FLUX.SRC
    • FM.SRC
    • FORCEDFAC.SRC
    • FORCEDFACTOR.SRC
    • FPE.SRC
    • GAIN.SRC
    • GEDDRAW.SRC
    • GENCOMBOS.SRC
    • GNEWBOLD.SRC
    • GPH.SRC
    • GRAPHMATRIX.SRC
    • GREGORYHANSEN.SRC
    • HINICHTEST.SRC
    • HISTOGRAM.SRC
    • HJBOUNDS.SRC
    • HPFILTER.SRC
    • INTERPOL.SRC
    • IPSHIN.SRC
    • JOHMLE.SRC
    • LIML.SRC
    • LOCALTREND.SRC
    • LOGSKEWTDENSITY.SRC
    • MACKCVAL.SRC
    • MACKINNONCV.SRC
    • MARKOV.SRC
    • MEANGROUP.SRC
    • MESA.SRC
    • MIXED.SRC
    • MIXVAR.SRC
    • MODELCOMPANION.SRC
    • MULTIPLEBREAKS.SRC
    • MVBNDECOMP.SRC
    • MVGARCHFORE.SRC
    • MVIDENT.SRC
    • MVJB.SRC
    • MVQSTAT.SRC
    • PANELFM.SRC
    • PDL.SRC
    • PDLREG.SRC
    • PERSIST.SRC
    • PPUNIT.SRC
    • PRINCOMP.SRC
    • PRINFACTORS.SRC
    • PRSETUP.SRC
    • RANMIXTU.SRC
    • RANMIXTURE.SRC
    • REGACTFIT.SRC
    • REGANOVA.SRC
    • REGCORRS.SRC
    • REGCRITS.SRC
    • REGPARTCORR.SRC
    • REGRECUR.SRC
    • REGRECURSIVE.SRC
    • REGTREE.SRC
    • ROBUSTLMTEST.SRC
    • SHORTANDLONGRUN.SRC
    • SPECFORE.SRC
    • SPECTRUM.SRC
    • SPLOM.SRC
    • SSMSPECTRUM.SRC
    • STABTEST.SRC
    • STARTEST.SRC
    • STEPPROBIT.SRC
    • STOCKWAT.SRC
    • SWAMY.SRC
    • SWDOLS.SRC
    • SWTRENDS.SRC
    • TAR.SRC
    • THRESHOLD.SRC
    • THRESHTEST.SRC
    • TSAYTEST.SRC
    • TVARDET.SRC
    • TVARSET.SRC
    • UFOREERRORS.SRC
    • VARCALC.SRC
    • VARFPE.SRC
    • VARIMAX.SRC
    • VARIRF.SRC
  • 2.8 MB
  • 2006-9-27
  • 58082.rar
       [分享][下载]WINRATS 6.10

    本附件包括:
    • VARFPE.SRC
    • VARIMAX.SRC
    • VARIRF.SRC
    • VARLAGSELECT.SRC
    • VARMADLM.SRC
    • VARSPECTRUM.SRC
    • VRATIO.SRC
    • YULELAGS.SRC
    • YULEVAR.SRC
    • ZIVOT.SRC
    • INCEXP.TXT
    • BONDS.WKS
    • CONSUMER.WKS
    • GRUNFELD.WKS
    • HSDATA.WKS
    • RENTAL.WKS
    • RETURNS.WKS
    • STATES.WKS
    • Rats32s.exe
    • Ratsd32s.exe
    • CHLI.DLL
    • Dlxapi32.dll
    • AUTO1.ASC
    • CPS88.ASC
    • GARCH.ASC
    • TOBACCO.ASC
    • RATSTOUR.CNT
    • winrats.CNT
    • BASICS.DAT
    • FOODDATA.DAT
    • GRUNFELD.DAT
    • KLEIN.DAT
    • PROBIT.DAT
    • union.dat
    • ADAPTIVE.PRG
    • AKAIKE.PRG
    • AR1.PRG
    • ARELLANO.PRG
    • ARIMA.PRG
    • BASICS.PRG
    • BETAS.PRG
    • BONDS.PRG
    • BOOTSIMP.PRG
    • BOOTVAR.PRG
    • BOXCOX.PRG
    • CANMODEL.PRG
    • CAUSAL.PRG
    • CHOW1.PRG
    • CHOW2.PRG
    • CNDITION.PRG
    • COINTTST.PRG
    • CONSTANT.PRG
    • CONSUMER.PRG
    • CUMPDGM.PRG
    • DESEASON.PRG
    • DLMEST.PRG
    • ECT.PRG
    • EXCHANGE.PRG
    • EXPSMO1.PRG
    • EXPSMO2.PRG
    • FRACTINT.PRG
    • GARCHMV.PRG
    • GARCHMVDCC2.PRG
    • GARCHUV.PRG
    • GCONTOUR.PRG
    • GIBBS.PRG
    • GIV.PRG
    • GRCHBOOT.PRG
    • GRFFORE.PRG
    • GRFHGHLO.PRG
    • GRFOVERL.PRG
    • GRFUNC.PRG
    • HAMILTON.PRG
    • HANNAN.PRG
    • HANSEN.PRG
    • HAUSMAN.PRG
    • HETERO.PRG
    • HETTEST.PRG
    • HISTORY.PRG
    • HPFILTER.PRG
    • IMPORT.PRG
    • IMPULSES.PRG
    • INFLUNEM.PRG
    • INSTRMNT.PRG
    • INTERVEN.PRG
    • KLEIN.PRG
    • LOWESS.PRG
    • MONTEARC.PRG
    • MONTESUR.PRG
    • MONTEVAR.PRG
    • MONTEZHA.PRG
    • NEURAL.PRG
    • NLLS.PRG
    • NPREG.PRG
    • OLSMENU.PRG
    • PANEL.PRG
    • PDL.PRG
    • PROBIT.PRG
    • QPROG.PRG
    • RANDOMIZ.PRG
    • REPROBIT.PRG
    • RLS.PRG
    • ROBUST.PRG
    • SHILLER.PRG
    • SIMULADD.PRG
    • SIMULEST.PRG
    • SIMULFOR.PRG
    • SIMULMUL.PRG
    • SIMULTHE.PRG
    • SPECFORE.PRG
    • SPGRAPH.PRG
    • STRUCVAR.PRG
    • SUR.PRG
    • SWAMY.PRG
    • SWARCH.PRG
    • TOBIT.PRG
    • TVARYING.PRG
    • UNION.PRG
    • VARCAUSE.PRG
    • VARLAG.PRG
    • RATSDATW.HLP
    • RATSTOUR.HLP
    • README.HLP
    • WINRATS.HLP
    • BASICS.XLS
    • BONDS.XLS
    • G10XRATE.XLS
    • NLLSMPC.XLS
    • PRSMALL.XLS
    • QUARTERLY.XLS
    • RETURNS.XLS
    • HOUSING.CSV
    • TRAVEL.CSV
    • BASICS.RAT
    • CANDATA.RAT
    • CITISMPL.RAT
    • DOWJONESHAVER.RAT
    • EXDATA.RAT
    • HAVERATE.RAT
    • HAVERSMP.RAT
    • JPNSAMPL.RAT
    • OECDSMPL.RAT
    • RATES.RAT
    • RETURNS.RAT
    • USADATA.RAT
    • POSTLOG.PST
    • PROLOG.PST
    • RATSERRS.MSG
    • AR1.PRN
    • BASICS.PRN
    • CORNWELL.PRN
    • GNPDATA.PRN
    • INSTRMNT.PRN
    • KLEIN.PRN
    • ZELLNER.PRN
    • MROZ.RAW
    • BETAS.LST
    • TICKER.LST
    • ACF2PACF.SRC
    • ACF.SRC
    • ADFAUTO.SRC
    • ADFAUTOSELECT.SRC
    • ADTEST.SRC
    • AGFRACTD.SRC
    • APBREAKTEST.SRC
    • APTEST.SRC
    • ARMADLM.SRC
    • ARMASPECTRUM.SRC
    • BAIPERRON.SRC
    • BAYESTST.SRC
    • BDSTEST.SRC
    • BJAUTOFIT.SRC
    • BJDIFF.SRC
    • BJEST.SRC
    • BJFORE.SRC
    • BJIDENT.SRC
    • BJTHEIL.SRC
    • BJTRANS.SRC
    • BKFILTER.SRC
    • BNDECOMP.SRC
    • BSOPTION.SRC
    • CFEAT.SRC
    • CFFILTER.SRC
    • CHOWLIN.SRC
    • CLASSICALDECOMP.SRC
    • CNDITION.SRC
    • CROSSCORR.SRC
    • CROSSPEC.SRC
    • CUMPDGM.SRC
    • DFUNIT.SRC
    • DISTRIB.SRC
    • DIVISIA.SRC
    • DLMGLS.SRC
    • DMARIANO.SRC
    • DSGETOOL.SRC
    • EBA.SRC
    • EGTEST.SRC
    • EGTESTRESIDS.SRC
    • EQNTOACF.SRC
    • ERSTEST.SRC
    • FORCEDFAC.SRC
    • FORCEDFACTOR.SRC
    • FPE.SRC
    • GAIN.SRC
    • GEDDRAW.SRC
    • GENCOMBO.SRC
    • GNEWBOLD.SRC
    • GPH.SRC
    • GRAPHMATRIX.SRC
    • GREGHANS.SRC
    • HINICHTEST.SRC
    • HISTOGRAM.SRC
    • HJBOUNDS.SRC
    • HPFILTER.SRC
    • INTERPOL.SRC
    • IPSHIN.SRC
    • JOHMLE.SRC
    • LIML.SRC
    • LOCALTREND.SRC
    • MACKCVAL.SRC
    • MACKINNONCV.SRC
    • MARKOV.SRC
    • MEANGROUP.SRC
    • MESA.SRC
    • MIXED.SRC
    • MIXVAR.SRC
    • MULTIPLEBREAKS.SRC
    • MVBNDECOMP.SRC
    • MVIDENT.SRC
    • MVJB.SRC
    • MVQSTAT.SRC
    • PDL.SRC
    • PDLREG.SRC
    • PERSIST.SRC
    • PPUNIT.SRC
    • PRINCOMP.SRC
    • PRINFACTORS.SRC
    • PRSETUP.SRC
    • RANMIXTU.SRC
    • RANMIXTURE.SRC
    • REGACTFIT.SRC
    • REGANOVA.SRC
    • REGCORRS.SRC
    • REGCRITS.SRC
    • REGPARTCORR.SRC
    • REGRECUR.SRC
    • REGRECURSIVE.SRC
    • REGTREE.SRC
    • ROBUSTLMTEST.SRC
    • SPECFORE.SRC
    • SPECTRUM.SRC
    • SPLOM.SRC
    • SSMSPECTRUM.SRC
    • STABTEST.SRC
    • STARTEST.SRC
    • STEPPROBIT.SRC
    • STOCKWAT.SRC
    • SWAMY.SRC
    • TAR.SRC
    • THRESHOLD.SRC
    • THRESHTEST.SRC
    • TSAYTEST.SRC
    • TVARDET.SRC
    • TVARSET.SRC
    • UFOREERRORS.SRC
  • 2.74 MB
  • 2006-7-15
  • 37999.rar
       [分享]春节贺礼:Kim及与其他共写 的《State Space Models with Regime-Switching》3-11章gauss

    本附件包括:
    • Chapter 11 -Gibbs Sampling and Parameter Uncertainty Testing for Mean Reversion in Heteroskedastic Data.doc
  • 3.05 KB
  • 2006-1-20
  • 37998.rar
       [分享]春节贺礼:Kim及与其他共写 的《State Space Models with Regime-Switching》3-11章gauss

    本附件包括:
    • Chapter 10 - State-Space Models with Markov-Switching and Gibbs Sampling.doc
  • 13.96 KB
  • 2006-1-20
  • 37996.rar
       [分享]春节贺礼:Kim及与其他共写 的《State Space Models with Regime-Switching》3-11章gauss

    本附件包括:
    • Chapter 9 - Markov-Switching Models and Gibbs Sampling.doc
  • 19.92 KB
  • 2006-1-20
  • 37995.rar
       [分享]春节贺礼:Kim及与其他共写 的《State Space Models with Regime-Switching》3-11章gauss

    本附件包括:
    • Chapter 8 - State-Space Models and Gibbs Sampling.doc
  • 13.86 KB
  • 2006-1-20
  • 37994.rar
       [分享]春节贺礼:Kim及与其他共写 的《State Space Models with Regime-Switching》3-11章gauss

    本附件包括:
    • Chapter 7 - An Introduction to Bayesian Inference and Gibbs Sampling.doc
  • 5.05 KB
  • 2006-1-20
  • 13232.rar
       [下载]mcmc and its application

    本附件包括:
    • Gibbs mcmc.pdf
    • mcmc and its application.pdf
    • mcmc2.pdf
    • mcmc6.pdf
  • 1.26 MB
  • 2005-4-26
  • 13046.rar
       Who needs Win RATS 6.0?

    本附件包括:
    • RENTAL.WKS
    • AUTO1.ASC
    • CPS88.ASC
    • GARCH.ASC
    • TOBACCO.ASC
    • RATSTOUR.CNT
    • WINRATS.CNT
    • BASICS.DAT
    • exdata.dat
    • FOODDATA.DAT
    • GRUNFELD.DAT
    • KLEIN.DAT
    • PROBIT.DAT
    • ADAPTIVE.PRG
    • AKAIKE.PRG
    • AR1.PRG
    • ARELLANO.PRG
    • ARIMA.PRG
    • BASICS.PRG
    • BETAS.PRG
    • BONDS.PRG
    • BOOTSIMP.PRG
    • BOOTVAR.PRG
    • BOXCOX.PRG
    • CANMODEL.PRG
    • CAUSAL.PRG
    • CHOW1.PRG
    • CHOW2.PRG
    • CNDITION.PRG
    • COINTTST.PRG
    • CONSTANT.PRG
    • CONSUMER.PRG
    • CUMPDGM.PRG
    • DESEASON.PRG
    • DLMEST.PRG
    • ECT.PRG
    • EXCHANGE.PRG
    • EXPSMO1.PRG
    • EXPSMO2.PRG
    • FRACTINT.PRG
    • GARCHMV.PRG
    • GARCHUV.PRG
    • GCONTOUR.PRG
    • GIBBS.PRG
    • GIV.PRG
    • GRCHBOOT.PRG
    • GRFFORE.PRG
    • GRFHGHLO.PRG
    • GRFOVERL.PRG
    • GRFUNC.PRG
    • HAMILTON.PRG
    • HANNAN.PRG
    • HANSEN.PRG
    • HAUSMAN.PRG
    • HETERO.PRG
    • HETTEST.PRG
    • HISTORY.PRG
    • HPFILTER.PRG
    • IMPORT.PRG
    • IMPULSES.PRG
    • INFLUNEM.PRG
    • INSTRMNT.PRG
    • INTERVEN.PRG
    • KLEIN.PRG
    • LOWESS.PRG
    • MONTEARC.PRG
    • MONTESUR.PRG
    • MONTEVAR.PRG
    • MONTEZHA.PRG
    • NEURAL.PRG
    • NLLS.PRG
    • NPREG.PRG
    • OLSMENU.PRG
    • PANEL.PRG
    • PDL.PRG
    • PROBIT.PRG
    • QPROG.PRG
    • RANDOMIZ.PRG
    • RLS.PRG
    • ROBUST.PRG
    • SHILLER.PRG
    • SIMULADD.PRG
    • SIMULEST.PRG
    • SIMULFOR.PRG
    • SIMULMUL.PRG
    • SIMULTHE.PRG
    • SPECFORE.PRG
    • SPGRAPH.PRG
    • STRUCVAR.PRG
    • SUR.PRG
    • SWAMY.PRG
    • SWARCH.PRG
    • TOBIT.PRG
    • TVARYING.PRG
    • UNION.PRG
    • VARCAUSE.PRG
    • VARLAG.PRG
    • WINRATS.GID
    • BETAS.LST
    • TICKER.LST
    • HOUSING.CSV
    • TRAVEL.CSV
    • BASICS.XLS
    • BONDS.XLS
    • G10XRATE.XLS
    • NLLSMPC.XLS
    • PRSMALL.XLS
    • QUARTERLY.XLS
    • RETURNS.XLS
    • RATSERRS.MSG
    • AR1.PRN
    • BASICS.PRN
    • CORNWELL.PRN
    • GNPDATA.PRN
    • INSTRMNT.PRN
    • KLEIN.PRN
    • ZELLNER.PRN
    • POSTLOG.PST
    • PROLOG.PST
    • BASICS.RAT
    • CANDATA.RAT
    • CITISMPL.RAT
    • dowjoneshaver.rat
    • HAVERATE.RAT
    • HAVERSMP.RAT
    • JPNSAMPL.RAT
    • OECDSMPL.RAT
    • RATES.RAT
    • RETURNS.RAT
    • USADATA.RAT
    • ACF2PACF.SRC
    • AGFRACTD.SRC
    • APTEST.SRC
    • ARMADLM.SRC
    • BAYESTST.SRC
    • BJDIFF.SRC
    • BJEST.SRC
    • BJFORE.SRC
    • BJIDENT.SRC
    • BJTHEIL.SRC
    • BJTRANS.SRC
    • BSOPTION.SRC
    • CNDITION.SRC
    • CROSSCOR.SRC
    • CROSSPEC.SRC
    • CUMPDGM.SRC
    • DFUNIT.SRC
    • DIGAMMA.SRC
    • DISTRIB.SRC
    • DIVISIA.SRC
    • DLMGLS.SRC
    • DMARIANO.SRC
    • EQNTOACF.SRC
    • FORCEDFAC.SRC
    • FPE.SRC
    • GNEWBOLD.SRC
    • GPH.SRC
    • GREGHANS.SRC
    • HPFILTER.SRC
    • INTERPOL.SRC
    • LIML.SRC
    • MACKCVAL.SRC
    • MARKOV.SRC
    • MESA.SRC
    • MIXED.SRC
    • MIXVAR.SRC
    • MLCOINT.SRC
    • PDL.SRC
    • PERSIST.SRC
    • PPUNIT.SRC
    • PRSETUP.SRC
    • RANMIXTU.SRC
    • REGANOVA.SRC
    • REGCORRS.SRC
    • REGCRITS.SRC
    • REGHETEROTESTS.SRC
    • REGPCORR.SRC
    • REGRECUR.SRC
    • REGTREE.SRC
    • ROOTS.SRC
    • SPECFORE.SRC
    • SPECTRUM.SRC
    • STABTEST.SRC
    • STOCKWAT.SRC
    • SWAMY.SRC
    • THRESHOLD.SRC
    • TVARDET.SRC
    • TVARSET.SRC
    • UFORECST.SRC
    • UFOREERR.SRC
    • VARLAGMD.SRC
    • YULELAGS.SRC
    • ZIVOT.SRC
    • BONDS.WKS
    • CONSUMER.WKS
    • GRUNFELD.WKS
    • HSDATA.WKS
    • MROZ.RAW
    • RETURNS.WKS
    • STATES.WKS
    • INCEXP.TXT
    • PatchWise.log
    • Rats32s.exe
    • Ratsd32s.exe
    • CHLI.DLL
    • Dlxapi32.dll
  • 1.83 MB
  • 2005-4-24
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