文件名称:MS_Regress_FEX
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- 上传时间：2015-09-17
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文件大小：240.7kb
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MS-VAR模型，即马尔科夫状态转换的自回归模型是Hamilton (1989) 提出的，它是允许内在要素变化的特有的计量经济学模型。-MS-VAR model, the regression model Markov state transition is Hamilton (1989) proposed that the change is to allow the intrinsic elements of specific econometric model
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下载文件列表
MS_Regress_FEX/About the MS_Regress_Package.pdf
MS_Regress_FEX/data_Files/Example_FEX.txt
MS_Regress_FEX/data_Files/GNP_Hamilton.txt
MS_Regress_FEX/Example_MS_Regress_Fit.m
MS_Regress_FEX/Example_MS_Regress_Fit_GED_Dist.m
MS_Regress_FEX/Example_MS_Regress_Fit_MSVAR.m
MS_Regress_FEX/Example_MS_Regress_Fit_MultiVar.m
MS_Regress_FEX/Example_MS_Regress_Fit_t_Dist.m
MS_Regress_FEX/Example_MS_Regress_Fit_using_constCoeff.m
MS_Regress_FEX/Example_MS_Regress_Fit_with_MEX.m
MS_Regress_FEX/Example_MS_Regress_For.m
MS_Regress_FEX/Example_MS_Regress_Sim.m
MS_Regress_FEX/Example_MS_Regress_Simul_2_States_Multivar.m
MS_Regress_FEX/Example_MS_Regress_Simul_3_States.m
MS_Regress_FEX/Example_MS_Regress_Simul_and_Fit_2_States.m
MS_Regress_FEX/Example_MS_Regress_Simul_and_Fit_2_States_Multivar.m
MS_Regress_FEX/Example_MS_Regress_Simul_and_Fit_3_States.m
MS_Regress_FEX/m_Files/build_constCoeff.m
MS_Regress_FEX/m_Files/checkInputs.m
MS_Regress_FEX/m_Files/checkSize_constCoeff.m
MS_Regress_FEX/m_Files/check_constCoeff.m
MS_Regress_FEX/m_Files/confuneq_MS_Regress.m
MS_Regress_FEX/m_Files/doOutScreen.m
MS_Regress_FEX/m_Files/doOutScreen_MSVAR.m
MS_Regress_FEX/m_Files/doPlots.m
MS_Regress_FEX/m_Files/getvarMatrix_MS_Regress.m
MS_Regress_FEX/m_Files/mex_MS_Filter.cpp
MS_Regress_FEX/m_Files/MS_Regress_Fit.m
MS_Regress_FEX/m_Files/MS_Regress_For.m
MS_Regress_FEX/m_Files/MS_Regress_Lik.m
MS_Regress_FEX/m_Files/MS_Regress_Sim.m
MS_Regress_FEX/m_Files/MS_VAR_Fit.m
MS_Regress_FEX/m_Files/mvnpdf_MSPERLIN.m
MS_Regress_FEX/m_Files/myMVNPDF.m
MS_Regress_FEX/m_Files/nr3matlab.h
MS_Regress_FEX/m_Files/param2spec.m
MS_Regress_FEX/m_Files/preCalc_MSModel.m
MS_Regress_FEX/m_Files/spec2param.m
MS_Regress_FEX/Script_Hamilton_Comparison.m
MS_Regress_FEX/data_Files
MS_Regress_FEX/m_Files
MS_Regress_FEX
MS_Regress_FEX/data_Files/Example_FEX.txt
MS_Regress_FEX/data_Files/GNP_Hamilton.txt
MS_Regress_FEX/Example_MS_Regress_Fit.m
MS_Regress_FEX/Example_MS_Regress_Fit_GED_Dist.m
MS_Regress_FEX/Example_MS_Regress_Fit_MSVAR.m
MS_Regress_FEX/Example_MS_Regress_Fit_MultiVar.m
MS_Regress_FEX/Example_MS_Regress_Fit_t_Dist.m
MS_Regress_FEX/Example_MS_Regress_Fit_using_constCoeff.m
MS_Regress_FEX/Example_MS_Regress_Fit_with_MEX.m
MS_Regress_FEX/Example_MS_Regress_For.m
MS_Regress_FEX/Example_MS_Regress_Sim.m
MS_Regress_FEX/Example_MS_Regress_Simul_2_States_Multivar.m
MS_Regress_FEX/Example_MS_Regress_Simul_3_States.m
MS_Regress_FEX/Example_MS_Regress_Simul_and_Fit_2_States.m
MS_Regress_FEX/Example_MS_Regress_Simul_and_Fit_2_States_Multivar.m
MS_Regress_FEX/Example_MS_Regress_Simul_and_Fit_3_States.m
MS_Regress_FEX/m_Files/build_constCoeff.m
MS_Regress_FEX/m_Files/checkInputs.m
MS_Regress_FEX/m_Files/checkSize_constCoeff.m
MS_Regress_FEX/m_Files/check_constCoeff.m
MS_Regress_FEX/m_Files/confuneq_MS_Regress.m
MS_Regress_FEX/m_Files/doOutScreen.m
MS_Regress_FEX/m_Files/doOutScreen_MSVAR.m
MS_Regress_FEX/m_Files/doPlots.m
MS_Regress_FEX/m_Files/getvarMatrix_MS_Regress.m
MS_Regress_FEX/m_Files/mex_MS_Filter.cpp
MS_Regress_FEX/m_Files/MS_Regress_Fit.m
MS_Regress_FEX/m_Files/MS_Regress_For.m
MS_Regress_FEX/m_Files/MS_Regress_Lik.m
MS_Regress_FEX/m_Files/MS_Regress_Sim.m
MS_Regress_FEX/m_Files/MS_VAR_Fit.m
MS_Regress_FEX/m_Files/mvnpdf_MSPERLIN.m
MS_Regress_FEX/m_Files/myMVNPDF.m
MS_Regress_FEX/m_Files/nr3matlab.h
MS_Regress_FEX/m_Files/param2spec.m
MS_Regress_FEX/m_Files/preCalc_MSModel.m
MS_Regress_FEX/m_Files/spec2param.m
MS_Regress_FEX/Script_Hamilton_Comparison.m
MS_Regress_FEX/data_Files
MS_Regress_FEX/m_Files
MS_Regress_FEX
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