文件名称:DHFM_Replication_Files
介绍说明－－下载内容均来自于网络，请自行研究使用
动态分层因子模型的估计程序，在matlab里面即可运行，里面readme有详细介绍-Dynamic hierarchical factor model
(系统自动生成,下载前可以参看下载内容)
下载文件列表
DHFM_Replication_Files
......................\cal_alpha.m
......................\cols.m
......................\compute_resids.m
......................\dhfm_data.mat
......................\dhfm_dataapp.pdf
......................\dhfm_initialize_sampler.m
......................\dhfm_main.m
......................\dhfm_results.mat
......................\dhfm_results_start.mat
......................\dhfm_run_sampler.m
......................\do_PC_level4.m
......................\draw_lambda.m
......................\draw_psi_sigma.m
......................\lagn.m
......................\minindc.m
......................\mymprint.m
......................\nbplog.m
......................\pc_T.m
......................\read.me
......................\rows.m
......................\sample_facs.m
......................\seqa.m
......................\set_params.m
......................\set_priors.m
......................\standard.m
......................\standard_miss.m
......................\switch_cols.m
......................\switch_rows.m
......................\trimr.m
......................\vardecomp.m
......................\vec.m