文件名称:MS_Regress_FEX
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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
..............\data_Files\Example_FEX.txt
..............\..........\GNP_Hamilton.txt
..............\Example_MS_Regress_Fit.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_Sim.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_2_States_Multivar.m
..............\Example_MS_Regress_Simul_and_Fit_3_States.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
..............\data_Files
..............\m_Files
MS_Regress_FEX