文件名称:MS_Regressmarkov
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马尔科夫机制转换模型代码,可以用于货币政策传导机制的拟合与预测.-Markov state switching models are a type of speci cation which allows for the transition of states as an intrinsic property of the econometric model. Such type of statistical representations are well known and utilised in di erent problems in the eld of economics and nance
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MS_Regressmarkov regime switching models
........................................\About the MS_Regress_Package.pdf
........................................\data_Files
........................................\..........\Example_FEX.txt
........................................\..........\GNP_Hamilton.txt
........................................\Example_MS_Regress_Fit.m
........................................\Example_MS_Regress_Fit_For.m
........................................\Example_MS_Regress_Fit_GED_Dist.m
........................................\Example_MS_Regress_Fit_MSVAR.m
........................................\Example_MS_Regress_Fit_MultiVar.m
........................................\Example_MS_Regress_Fit_t_Dist.m
........................................\Example_MS_Regress_Fit_using_constCoeff.m
........................................\Example_MS_Regress_Fit_with_MEX.m
........................................\Example_MS_Regress_For.m
........................................\Example_MS_Regress_Simul_2_States_Multivar.m
........................................\Example_MS_Regress_Simul_3_States.m
........................................\Example_MS_Regress_Simul_and_Fit_2_States.m
........................................\Example_MS_Regress_Simul_and_Fit_3_States.m
........................................\Example_MS_Regress_Simul_Fit_2_States_Multivar.m
........................................\m_Files
........................................\.......\build_constCoeff.m
........................................\.......\checkInputs.m
........................................\.......\checkSize_constCoeff.m
........................................\.......\check_constCoeff.m
........................................\.......\confuneq_MS_Regress.m
........................................\.......\doOutScreen.m
........................................\.......\doOutScreen_MSVAR.m
........................................\.......\doPlots.m
........................................\.......\getvarMatrix_MS_Regress.m
........................................\.......\mex_MS_Filter.cpp
........................................\.......\MS_Regress_Fit.m
........................................\.......\MS_Regress_For.m
........................................\.......\MS_Regress_Lik.m
........................................\.......\MS_Regress_Sim.m
........................................\.......\MS_VAR_Fit.m
........................................\.......\mvnpdf_MSPERLIN.m
........................................\.......\myMVNPDF.m
........................................\.......\nr3matlab.h
........................................\.......\param2spec.m
........................................\.......\preCalc_MSModel.m
........................................\.......\spec2param.m
........................................\Script_Hamilton_Comparison.m
........................................\Untitled.m