文件名称:matlab-var-tools
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Programs in matlab to compute estimates of reduced form VAR s, optionallly using Bayesian priors formed dummy observations. The programs will compute integrated posteriors (for model comparison) and will compute impulse response functions.-Programs in matlab to compute estimates of reduced form VAR s, optionallly using Bayesian priors formed dummy observations. The programs will compute integrated posteriors (for model comparison) and will compute impulse response functions.
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下载文件列表
matlab var tools\fcast.m
................\impulsdt.m
................\impulsdtrf.m
................\matrictint.m
................\mgnldnsty.m
................\postdraw.m
................\rfvar3.m
................\rwwish.m
................\sysmat.m
................\varprior.m
matlab var tools