文件名称:Estimation codes of Econometric Modelling with Time Series: Specification, Estimation and Testing
- 所属分类:
- matlab例程
- 资源属性:
- [Matlab] [源码]
- 上传时间:
- 2018-11-25
- 文件大小:
- 3.33mb
- 下载次数:
- 0次
- 提 供 者:
- franciscososasotomayor123
- 相关连接:
- 无
- 下载说明:
- 别用迅雷下载,失败请重下,重下不扣分!
介绍说明--下载内容均来自于网络,请自行研究使用
The present codes allow for estimation of multiple model in time series analysis. Among the principal models are ARMA, Vector Error Correction and Vector Autoregressive. The codes are written in Matlab.
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下载文件列表
压缩包 : Matlab-Martin-Hurn-Harris.zip 列表 MATLAB/amr_aug1.mat MATLAB/assetprices.mat MATLAB/ausu.mat MATLAB/auto_beachmack.m MATLAB/auto_distribution.m MATLAB/auto_efficiency.m MATLAB/auto_hatanaka.m MATLAB/auto_hedge.m MATLAB/auto_invest.m MATLAB/auto_mean.m MATLAB/auto_simulate.m MATLAB/auto_system.m MATLAB/auto_test.m MATLAB/basic_assetprices.m MATLAB/basic_count.m MATLAB/basic_eurodollar.m MATLAB/basic_exp.m MATLAB/basic_normal.m MATLAB/basic_normal_like.m MATLAB/basic_poisson.m MATLAB/basic_sample.m MATLAB/basic_sampleplot.m MATLAB/basic_stationary.m MATLAB/basic_strike.m MATLAB/basic_transitional.m MATLAB/bcycle.mat MATLAB/bcycle_monthly.dat MATLAB/bq_jp.dat MATLAB/bq_jp.mat MATLAB/bq_uk.dat MATLAB/bq_uk.mat MATLAB/bq_us.dat MATLAB/bq_us.mat MATLAB/campbell_shiller.mat MATLAB/capm.mat MATLAB/ccapm.mat MATLAB/coint_bivterm.m MATLAB/coint_ecmsim.m MATLAB/coint_exogeneity.m MATLAB/coint_hetero.m MATLAB/coint_ic.m MATLAB/coint_ident.m MATLAB/coint_impulse.m MATLAB/coint_level.m MATLAB/coint_lrgraphs.m MATLAB/coint_permincome.m MATLAB/coint_reg.m MATLAB/coint_simevals.m MATLAB/coint_tracecv.m MATLAB/coint_trend.m MATLAB/coint_triterm.m MATLAB/contagion.dat MATLAB/daily_finance.csv MATLAB/daily_finance.mat MATLAB/daily_hedge.mat MATLAB/diebold_yilmaz.mat MATLAB/discrete_acd.m MATLAB/discrete_emm.m MATLAB/discrete_floor.m MATLAB/discrete_hamilton_jorda.m MATLAB/discrete_mpol.m MATLAB/discrete_ordered.m MATLAB/discrete_poissonauto.m MATLAB/discrete_probit.m MATLAB/discrete_simulation.m MATLAB/discrete_strike.m MATLAB/discrete_thinning.m MATLAB/discrete_trade.m MATLAB/diversify.mat MATLAB/dy_ret.dat MATLAB/dy_vol.dat MATLAB/equity.mat MATLAB/equity_decomposition.mat MATLAB/equity_mp.mat MATLAB/eurod.mat MATLAB/eurodata.mat MATLAB/eurodollar.mat MATLAB/exante.mat MATLAB/FedFunds.mat MATLAB/FinalEstimates.xlsx MATLAB/ftse.mat MATLAB/G7Data.xlsx MATLAB/garch_equity.m MATLAB/garch_estimate.m MATLAB/garch_gam.m MATLAB/garch_m.m MATLAB/garch_mic.m MATLAB/garch_midas.m MATLAB/garch_nic.m MATLAB/garch_nnh.m MATLAB/garch_seasonality.m MATLAB/garch_simulate.m MATLAB/garch_statistic.m MATLAB/garch_student.m MATLAB/garch_studt.m MATLAB/garch_test.m MATLAB/gmm_ccapm.m MATLAB/gmm_consistency.m MATLAB/gmm_contagion.m MATLAB/gmm_equity.m MATLAB/gmm_gamma.m MATLAB/gmm_gammasim.m MATLAB/gmm_level.m MATLAB/gmm_mom.m MATLAB/gmm_opt.m MATLAB/gmm_risk_aversion.m MATLAB/gmm_student.m MATLAB/gmm_table.m MATLAB/gnp.mat MATLAB/hamilton_jorda.mat MATLAB/han_park.mat MATLAB/hedge.mat MATLAB/hedge.xls MATLAB/hetero_estimate.m MATLAB/hetero_event.m MATLAB/hetero_g7.m MATLAB/hetero_general.m MATLAB/hetero_moderation.m MATLAB/hetero_power.m MATLAB/hetero_sampling.m MATLAB/hetero_simulate.m MATLAB/hetero_system.m MATLAB/hetero_test.m MATLAB/icapm.mat MATLAB/INCOME.DAT MATLAB/intequity.mat MATLAB/interestdata.mat MATLAB/investment.mat MATLAB/klein.dat MATLAB/level.mat MATLAB/lfac_bcycle.m MATLAB/lfac_bcycle.mat MATLAB/lfac_capm.m MATLAB/lfac_exante.m MATLAB/lfac_fvar.m MATLAB/lfac_hp.m MATLAB/lfac_multi.m MATLAB/lfac_panic.m MATLAB/lfac_smooth.m MATLAB/lfac_spreads.m MATLAB/lfac_term.m MATLAB/lfac_termfig.m MATLAB/lfac_term_adj.m MATLAB/lfac_uni.m MATLAB/lfac_usdata.mat MATLAB/lfac_usgdp.mat MATLAB/libor_data.mat MATLAB/linear_estimate.m MATLAB/linear_fiml.m MATLAB/linear_fimldata.dat MATLAB/linear_fimltestdata.dat MATLAB/linear_fiml_lm.m MATLAB/linear_fiml_lr.m MATLAB/linear_fiml_wd.m MATLAB/linear_gamma.m MATLAB/linear_iv.m MATLAB/linear_klein.m MATLAB/linear_lm.m MATLAB/linear_lr.m MATLAB/linear_plottaylor.m MATLAB/linear_recursive.m MATLAB/linear_simulation.m MATLAB/linear_sur.m MATLAB/linear_taylor.m MATLAB/linear_testdata.dat MATLAB/linear_wd.m MATLAB/linear_weak.m MATLAB/MatlabFunctions/ MATLAB/MatlabFunctions/diagrv.m MATLAB/MatlabFunctions/laprint.m MATLAB/MatlabFunctions/legend2latex.m MATLAB/MatlabFunctions/numgrad.m MATLAB/MatlabFunctions/numhess.m MATLAB/MatlabFunctions/recserar.m MATLAB/MatlabFunctions/reshapeg.m MATLAB/MatlabFunctions/rev.m MATLAB/MatlabFunctions/seqa.m MATLAB/MatlabFunctions/trimr.m MATLAB/MatlabFunctions/vec.m MATLAB/MatlabFunctions/vech.m MATLAB/max_cauchy.m MATLAB/max_exp.m MATLAB/max_graph.m MATLAB/max_grid.m MATLAB/max_iter.m MATLAB/max_nr.m MATLAB/max_profile.m MATLAB/max_returns.m MATLAB/max_simplex.m MATLAB/max_stationary.m MATLAB/max_tar.m MATLAB/max_test.m MATLAB/max_transitional.m MATLAB/max_weibull.m MATLAB/MCNEW.DAT MATLAB/mcnew.mat MATLAB/mgarch_bekk.m MATLAB/mgarch_dcc.m MATLAB/mgarch_deco.m MATLAB/mgarch_icapm.m MATLAB/mgarch_liboruk.m MATLAB/mgarch_student.m MATLAB/moneydemand.mat MATLAB/nelson_plosser.mat MATLAB/nlm_ann.m MATLAB/nlm_annfig.m MATLAB/nlm_bcycle.m MATLAB/nlm_bilinear.m MATLAB/nlm_blinear.m MATLAB/nlm_blinest.m MATLAB/nlm_features.m MATLAB/nlm_g7.m MATLAB/nlm_gents.m MATLAB/nlm_girf.m MATLAB/nlm_GNP.mat MATLAB/nlm_lgwtest.m MATLAB/nlm_linear.m MATLAB/nlm_neural.m MATLAB/nlm_ozurate.m MATLAB/nlm_sunspots.m MATLAB/nlm_tar.m MATLAB/nlm_tarsim.m MATLAB/nlm_tvarying.m MATLAB/nlm_usrate.m MATLAB/nlm_usurate.m MATLAB/nls_capm.m MATLAB/nls_conest.m MATLAB/nls_contest.m MATLAB/nls_expdata.dat MATLAB/nls_exponential.m MATLAB/nls_exponential_gn.m MAT
压缩包 : Matlab-Martin-Hurn-Harris.zip 列表 MATLAB/amr_aug1.mat MATLAB/assetprices.mat MATLAB/ausu.mat MATLAB/auto_beachmack.m MATLAB/auto_distribution.m MATLAB/auto_efficiency.m MATLAB/auto_hatanaka.m MATLAB/auto_hedge.m MATLAB/auto_invest.m MATLAB/auto_mean.m MATLAB/auto_simulate.m MATLAB/auto_system.m MATLAB/auto_test.m MATLAB/basic_assetprices.m MATLAB/basic_count.m MATLAB/basic_eurodollar.m MATLAB/basic_exp.m MATLAB/basic_normal.m MATLAB/basic_normal_like.m MATLAB/basic_poisson.m MATLAB/basic_sample.m MATLAB/basic_sampleplot.m MATLAB/basic_stationary.m MATLAB/basic_strike.m MATLAB/basic_transitional.m MATLAB/bcycle.mat MATLAB/bcycle_monthly.dat MATLAB/bq_jp.dat MATLAB/bq_jp.mat MATLAB/bq_uk.dat MATLAB/bq_uk.mat MATLAB/bq_us.dat MATLAB/bq_us.mat MATLAB/campbell_shiller.mat MATLAB/capm.mat MATLAB/ccapm.mat MATLAB/coint_bivterm.m MATLAB/coint_ecmsim.m MATLAB/coint_exogeneity.m MATLAB/coint_hetero.m MATLAB/coint_ic.m MATLAB/coint_ident.m MATLAB/coint_impulse.m MATLAB/coint_level.m MATLAB/coint_lrgraphs.m MATLAB/coint_permincome.m MATLAB/coint_reg.m MATLAB/coint_simevals.m MATLAB/coint_tracecv.m MATLAB/coint_trend.m MATLAB/coint_triterm.m MATLAB/contagion.dat MATLAB/daily_finance.csv MATLAB/daily_finance.mat MATLAB/daily_hedge.mat MATLAB/diebold_yilmaz.mat MATLAB/discrete_acd.m MATLAB/discrete_emm.m MATLAB/discrete_floor.m MATLAB/discrete_hamilton_jorda.m MATLAB/discrete_mpol.m MATLAB/discrete_ordered.m MATLAB/discrete_poissonauto.m MATLAB/discrete_probit.m MATLAB/discrete_simulation.m MATLAB/discrete_strike.m MATLAB/discrete_thinning.m MATLAB/discrete_trade.m MATLAB/diversify.mat MATLAB/dy_ret.dat MATLAB/dy_vol.dat MATLAB/equity.mat MATLAB/equity_decomposition.mat MATLAB/equity_mp.mat MATLAB/eurod.mat MATLAB/eurodata.mat MATLAB/eurodollar.mat MATLAB/exante.mat MATLAB/FedFunds.mat MATLAB/FinalEstimates.xlsx MATLAB/ftse.mat MATLAB/G7Data.xlsx MATLAB/garch_equity.m MATLAB/garch_estimate.m MATLAB/garch_gam.m MATLAB/garch_m.m MATLAB/garch_mic.m MATLAB/garch_midas.m MATLAB/garch_nic.m MATLAB/garch_nnh.m MATLAB/garch_seasonality.m MATLAB/garch_simulate.m MATLAB/garch_statistic.m MATLAB/garch_student.m MATLAB/garch_studt.m MATLAB/garch_test.m MATLAB/gmm_ccapm.m MATLAB/gmm_consistency.m MATLAB/gmm_contagion.m MATLAB/gmm_equity.m MATLAB/gmm_gamma.m MATLAB/gmm_gammasim.m MATLAB/gmm_level.m MATLAB/gmm_mom.m MATLAB/gmm_opt.m MATLAB/gmm_risk_aversion.m MATLAB/gmm_student.m MATLAB/gmm_table.m MATLAB/gnp.mat MATLAB/hamilton_jorda.mat MATLAB/han_park.mat MATLAB/hedge.mat MATLAB/hedge.xls MATLAB/hetero_estimate.m MATLAB/hetero_event.m MATLAB/hetero_g7.m MATLAB/hetero_general.m MATLAB/hetero_moderation.m MATLAB/hetero_power.m MATLAB/hetero_sampling.m MATLAB/hetero_simulate.m MATLAB/hetero_system.m MATLAB/hetero_test.m MATLAB/icapm.mat MATLAB/INCOME.DAT MATLAB/intequity.mat MATLAB/interestdata.mat MATLAB/investment.mat MATLAB/klein.dat MATLAB/level.mat MATLAB/lfac_bcycle.m MATLAB/lfac_bcycle.mat MATLAB/lfac_capm.m MATLAB/lfac_exante.m MATLAB/lfac_fvar.m MATLAB/lfac_hp.m MATLAB/lfac_multi.m MATLAB/lfac_panic.m MATLAB/lfac_smooth.m MATLAB/lfac_spreads.m MATLAB/lfac_term.m MATLAB/lfac_termfig.m MATLAB/lfac_term_adj.m MATLAB/lfac_uni.m MATLAB/lfac_usdata.mat MATLAB/lfac_usgdp.mat MATLAB/libor_data.mat MATLAB/linear_estimate.m MATLAB/linear_fiml.m MATLAB/linear_fimldata.dat MATLAB/linear_fimltestdata.dat MATLAB/linear_fiml_lm.m MATLAB/linear_fiml_lr.m MATLAB/linear_fiml_wd.m MATLAB/linear_gamma.m MATLAB/linear_iv.m MATLAB/linear_klein.m MATLAB/linear_lm.m MATLAB/linear_lr.m MATLAB/linear_plottaylor.m MATLAB/linear_recursive.m MATLAB/linear_simulation.m MATLAB/linear_sur.m MATLAB/linear_taylor.m MATLAB/linear_testdata.dat MATLAB/linear_wd.m MATLAB/linear_weak.m MATLAB/MatlabFunctions/ MATLAB/MatlabFunctions/diagrv.m MATLAB/MatlabFunctions/laprint.m MATLAB/MatlabFunctions/legend2latex.m MATLAB/MatlabFunctions/numgrad.m MATLAB/MatlabFunctions/numhess.m MATLAB/MatlabFunctions/recserar.m MATLAB/MatlabFunctions/reshapeg.m MATLAB/MatlabFunctions/rev.m MATLAB/MatlabFunctions/seqa.m MATLAB/MatlabFunctions/trimr.m MATLAB/MatlabFunctions/vec.m MATLAB/MatlabFunctions/vech.m MATLAB/max_cauchy.m MATLAB/max_exp.m MATLAB/max_graph.m MATLAB/max_grid.m MATLAB/max_iter.m MATLAB/max_nr.m MATLAB/max_profile.m MATLAB/max_returns.m MATLAB/max_simplex.m MATLAB/max_stationary.m MATLAB/max_tar.m MATLAB/max_test.m MATLAB/max_transitional.m MATLAB/max_weibull.m MATLAB/MCNEW.DAT MATLAB/mcnew.mat MATLAB/mgarch_bekk.m MATLAB/mgarch_dcc.m MATLAB/mgarch_deco.m MATLAB/mgarch_icapm.m MATLAB/mgarch_liboruk.m MATLAB/mgarch_student.m MATLAB/moneydemand.mat MATLAB/nelson_plosser.mat MATLAB/nlm_ann.m MATLAB/nlm_annfig.m MATLAB/nlm_bcycle.m MATLAB/nlm_bilinear.m MATLAB/nlm_blinear.m MATLAB/nlm_blinest.m MATLAB/nlm_features.m MATLAB/nlm_g7.m MATLAB/nlm_gents.m MATLAB/nlm_girf.m MATLAB/nlm_GNP.mat MATLAB/nlm_lgwtest.m MATLAB/nlm_linear.m MATLAB/nlm_neural.m MATLAB/nlm_ozurate.m MATLAB/nlm_sunspots.m MATLAB/nlm_tar.m MATLAB/nlm_tarsim.m MATLAB/nlm_tvarying.m MATLAB/nlm_usrate.m MATLAB/nlm_usurate.m MATLAB/nls_capm.m MATLAB/nls_conest.m MATLAB/nls_contest.m MATLAB/nls_expdata.dat MATLAB/nls_exponential.m MATLAB/nls_exponential_gn.m MAT