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  • 252-1117-1-SP.zip
       model

    本附件包括:
    • TVP_VAR_MH_final_corrected_dec13.m
    • TVP_VAR_MH_Prior_final.m
    • TVP_VAR_MH_revised_main.m
    • vare.m
    • wish.m
    • apm.m
    • beta_inv.m
    • beta_pdf.m
    • bfgsi.m
    • carter_kohn_hom2.m
    • carter_kohn1.m
    • chis_prb.m
    • coda.m
    • convcheck.m
    • corrvc.m
    • csminit.m
    • csminwel.m
    • csolve.m
    • Data_US_Q.mat
    • draw_alpha_a_MH_constant.m
    • draw_alpha_a_MH_TVP.m
    • draw_alpha_a_MH_TVP_dec13.m
    • draw_beta_conditional.m
    • draw_beta_conditional_constant.m
    • draw_beta_conditional_hierarchical.m
    • draw_beta_conditional_lr.m
    • draw_beta_conditional_reparametrized.m
    • draw_beta_conditional_single.m
    • draw_sigma_constant.m
    • draw_sigma_constant_corrected.m
    • draw_sigma_TVP.m
    • draw_sigma_TVP_corrected.m
    • draw_sigma_TVP_corrected_GARCH.m
    • draw_sigma_TVP_corrected_GARCH2.m
    • draw_sign_restrictions.m
    • empquant.m
    • Example.m
    • exp_approx.m
    • fdis_prb.m
    • g1.mat
    • H.dat
    • ident_SZ06_alt.prn
    • indtest.m
    • inv_wishpdf.m
    • keep.m
    • logdet.m
    • loglike_svar_AB.m
    • mcest.m
    • mctest.m
    • MDD_TVP_SVAR_Harmonic_final.m
    • mlag.m
    • mlag2.m
    • momentg.m
    • mprint.m
    • mvnpdf.m
    • mvnrnd.m
    • norm_rnd.m
    • numgrad.m
    • ols.m
    • ppnd.m
    • prior_ML_final_40_2_1_2_1_20_0.mat
    • prt_coda.m
    • quantile.m
    • raftery.m
    • Readme.xlsx
    • round2.m
    • sacf.m
    • tdis_inv.m
    • tdis_prb.m
    • thin.m
    • transx.m
    • trimr.m
    • TVP_VAR_MH_Figures_final.m
    • TVP_VAR_MH_final.m
    • TVP_VAR_MH_final_corrected.m
    • Supplementary.pdf
    • paper.pdf
  • 875.88 KB
  • 2020-5-25
  • GasVola_Matlab.zip
       Generalized autoregressive score models 的说明+程序+例子数据

    本附件包括:
    • GasVolaUnivMain.pdf
    • hessian.m
    • LogLikelihoodGasVolaUniv.m
    • PlotSeries.m
    • StandardErrors.m
    • StartingValues.m
    • DJInd19801999.xls
    • GasVolaUnivMain.m
  • 238.69 KB
  • 2016-2-19
  • 312722.zip
       [分享]FREE@The Oxford MFE Toolbox 敬请关注

    本附件包括:
    • skewtpdf.m
    • skewtrnd.m
    • spacf.m
    • stdtloglik.m
    • stdtrnd.m
    • tarch.m
    • tarch_core.m
    • tarch_display.m
    • tarch_itransform.m
    • tarch_likelihood.m
    • tarch_parameter_check.m
    • tarch_simulate.m
    • tarch_starting_values.m
    • tarch_tester.m
    • tarch_transform.m
    • tdis_inv.m
    • tsresidualplot.m
    • vectorar.m
    • vectorarvar.m
    • x2mdate.m
    • aparch_core.c
    • armaxerrors.c
    • armaxfilter_core.c
    • egarch_core.c
    • tarch_core2.c
    • ARMAX.fig
    • ARMAX_about.fig
    • ARMAX_close_dialog.fig
    • ARMAX_viewer.fig
    • acf.m
    • aicsbic.m
    • aparch.m
    • aparch_core.m
    • aparch_display.m
    • aparch_itransform.m
    • aparch_likelihood.m
    • aparch_loglikelihood.m
    • aparch_parameter_check.m
    • aparch_simulate.m
    • aparch_starting_values.m
    • aparch_tester.m
    • aparch_transform.m
    • arma_forecaster.m
    • armaroots.m
    • ARMAX.m
    • ARMAX_about.m
    • ARMAX_close_dialog.m
    • ARMAX_viewer.m
    • armaxerrors.m
    • armaxfilter.m
    • armaxfilter_core.m
    • armaxfilter_likelihood.m
    • armaxfilter_simulate.m
    • augdf.m
    • augdf_cvsim_tieup.m
    • augdfautolag.m
    • augdfcv.m
    • berkowitz.m
    • c2mdate.m
    • ccc_ivech.m
    • ccc_mvgarch.m
    • ccc_mvgarch_full_likelihood.m
    • ccc_mvgarch_parameter_check.m
    • ccc_mvgarch_simulate.m
    • ccc_vech.m
    • chi2cdf.m
    • covnw.m
    • covvar.m
    • dcc_mvgarch.m
    • dcc_mvgarch_full_likelihood.m
    • dcc_mvgarch_likelihood.m
    • dcc_mvgarch_parameter_check.m
    • dcc_mvgarch_parameter_itransform.m
    • dcc_mvgarch_parameter_transform.m
    • dcc_univariate_simulate.m
    • egarch.m
    • egarch_core.m
    • egarch_display.m
    • egarch_itransform.m
    • egarch_likelihood.m
    • egarch_nlcon.m
    • egarch_parameter_check.m
    • egarch_simulate.m
    • egarch_starting_values.m
    • egarch_transform.m
    • englegranger.m
    • experim.m
    • gedloglik.m
    • gedrnd.m
    • grangercause.m
    • hessian_2sided.m
    • hessian_2sided_nrows.m
    • impulseresponse.m
    • inverse_ar_roots.m
    • iscompatible.m
    • ivech.m
    • jarquebera.m
    • kolmogorov.m
    • kscritical.m
    • kurtosis.m
    • ljungbox.m
    • lmtest1.m
    • lr.m
    • mprint.m
    • newlagmatrix.m
    • norm_pdf.m
    • normcdf.m
    • norminv.m
    • normloglik.m
    • normpdf.m
    • npdf2.m
    • ols.m
    • olsnw.m
    • pacf.m
    • pltdens.m
    • robustvcv.m
    • sacf.m
    • skewness.m
    • skewtcdf.m
    • skewtinv.m
    • skewtloglik.m
  • 217.91 KB
  • 2009-4-8
  • 212642.zip
       EVIM A Software Package for Extreme Value Analysis in MATLAB

    本附件包括:
    • den.m
    • emplot.m
    • evim.pdf
    • exindex.m
    • findthresh.m
    • gev.m
    • gpd.m
    • gpd_q.m
    • hessi.m
    • hessigev.m
    • hessigpd.m
    • hessipot.m
    • hillplot.m
    • meplot.m
    • negloglikgev.m
    • negloglikgpd.m
    • negloglikpot.m
    • nlcongpd.m
    • parloglik.m
    • pgev.m
    • pgpd.m
    • plot_gev.m
    • plot_gpd.m
    • plot_pot.m
    • plotgpdpot.m
    • pot.m
    • ppoints.m
    • qgev.m
    • qgpd.m
    • qplot.m
    • quant.m
    • records.m
    • rgev.m
    • rgpd.m
    • shape2.asv
    • shape2.m
    • shape.asv
    • shape.m
    • surecol.m
    • block.m
    • bmw.mat
    • cummax.m
    • dan.mat
    • decluster.m
  • 311.57 KB
  • 2008-5-15
  • 88237.zip
       Matlab program for mixed logit (Data and Program)

    本附件包括:
    • ReadMe.txt
    • mxlmsl.m
    • myrunKT.out
    • data.txt
    • makedraws.m
    • trans.m
    • check.m
    • der.m
    • doit.m
    • llgrad2.m
    • loglik.m
  • 63.75 KB
  • 2007-1-30
  • 12383.rar
       请教最大似然估计

    本附件包括:
    • Eviews- Loglike(Manual).PDF
  • 496.1 KB
  • 2005-4-16
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