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对混频数据使用白聚山和主成分方法提取同质因子和异质因子,再使用tvpSV方法对所得的因子进行随机波动分析(Extraction of homogeneous and heterogeneous factor factor using the principal component method of Bai Jushan and mixing data, then use tvpSV method for stochastic volatility factor analysis on income)
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下载文件列表
ExtractFactor.m
Factor.xlsx
getdata.m
main.m
nbpiid.m
nbplog.m
season_adjust.m
Test_Stability.m
TVP_VAR_SV.m
data1211/MM1211b.xlsx
data1211/QQ1211b.xlsx
functions/carter_kohn.m
functions/carter_kohn2.m
functions/carter_kohn3.m
functions/cols.m
functions/corrvc.m
functions/create_RHS.m
functions/create_RHS_no_int.m
functions/cumsumc.m
functions/discrete.m
functions/drawCOVt.m
functions/drawInitCond.m
functions/drawP.m
functions/drawPun.m
functions/drawQshrinkageIG.m
functions/drawQshrinkageIW.m
functions/drawQsimpleIG.m
functions/drawQsimpleIW.m
functions/drawSIGMAt.m
functions/drawstatesSV.m
functions/drawstatesun.m
functions/drawTVCoeff.m
functions/estvar.m
functions/extract.m
functions/gamm_rnd.m
functions/impulse.m
functions/invgamrnd.m
functions/IRFVAR.m
functions/Kalman_companion.m
functions/kfgibbsnvSV.m
functions/kfgibbsnvTVP.m
functions/kfgibbsnvTVP2.m
functions/lag.m
functions/mlag2.m
functions/mvnrnd.m
functions/normgenSV.m
functions/olssvd.m
functions/quantile.m
functions/rows.m
functions/selif.m
functions/shortandlong.m
functions/shrink_IG.m
functions/shrink_Jeffreys.m
functions/standardize_miss.m
functions/stationarity_check.m
functions/sumc.m
functions/SVRW.m
functions/SVRW2.m
functions/transx.m
functions/trilvec.m
functions/trimr.m
functions/ts_prior.m
functions/ts_prior_ols.m
functions/wish.m
BaiJuShan.m
DataHandle.m
DieDai.m
data1211
functions
Factor.xlsx
getdata.m
main.m
nbpiid.m
nbplog.m
season_adjust.m
Test_Stability.m
TVP_VAR_SV.m
data1211/MM1211b.xlsx
data1211/QQ1211b.xlsx
functions/carter_kohn.m
functions/carter_kohn2.m
functions/carter_kohn3.m
functions/cols.m
functions/corrvc.m
functions/create_RHS.m
functions/create_RHS_no_int.m
functions/cumsumc.m
functions/discrete.m
functions/drawCOVt.m
functions/drawInitCond.m
functions/drawP.m
functions/drawPun.m
functions/drawQshrinkageIG.m
functions/drawQshrinkageIW.m
functions/drawQsimpleIG.m
functions/drawQsimpleIW.m
functions/drawSIGMAt.m
functions/drawstatesSV.m
functions/drawstatesun.m
functions/drawTVCoeff.m
functions/estvar.m
functions/extract.m
functions/gamm_rnd.m
functions/impulse.m
functions/invgamrnd.m
functions/IRFVAR.m
functions/Kalman_companion.m
functions/kfgibbsnvSV.m
functions/kfgibbsnvTVP.m
functions/kfgibbsnvTVP2.m
functions/lag.m
functions/mlag2.m
functions/mvnrnd.m
functions/normgenSV.m
functions/olssvd.m
functions/quantile.m
functions/rows.m
functions/selif.m
functions/shortandlong.m
functions/shrink_IG.m
functions/shrink_Jeffreys.m
functions/standardize_miss.m
functions/stationarity_check.m
functions/sumc.m
functions/SVRW.m
functions/SVRW2.m
functions/transx.m
functions/trilvec.m
functions/trimr.m
functions/ts_prior.m
functions/ts_prior_ols.m
functions/wish.m
BaiJuShan.m
DataHandle.m
DieDai.m
data1211
functions
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