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格兰杰检验
- Eviews做单位根检验和格兰杰因果分析
11032112326d2526bf92eec85a
- 格兰杰因果关系检验 matlab和C的源代码,可以直接输入-Granger causality test matlab and C source code can be entered directly
Desktop
- 格兰杰因果关系检验matlab程序,用于检验时间序列之间是否存在因果关系,很好的计量统计程序。-Granger causality test matlab procedures used to test the time series between whether there is a causal relationship, the good measurement statistics program.
granger_cause
- 格兰杰因果检验的matlab程序,很好用-Granger causality test matlab
granger_cause
- 格兰杰因果检验:检测两个样本之间的因果关系,常用到预测中-Granger causality test: detecting causal relationship between the two samples, used to forecast
Matlab-Codes
- 非线性格兰杰granger因果关系检验,直接点击c-code文件夹下的hjt2_tval.exe即可-non-linear granger tests
Users_guide
- matlab下的一个小程序,用于格兰杰因果检验及绘制因果图,文档为说明书-A small program under MATLAB, yugelanjie causality and drawn causal diagrams, documentation for manual
非线性Granger因果检验matlab程序
- matlab程序包。用于格兰杰因果分析,分析数据时,直接带入数据即可。(Matlab package. Granger causal analysis)
NonLinearGranger
- 经济学家开拓了一种试图分析变量之间的格兰杰因果关系的办法,即格兰杰因果关系检验。该检验方法为2003年诺贝尔经济学奖得主克莱夫·格兰杰(Clive W. J. Granger)所开创,用于分析经济变量之间的格兰杰因果关系。他给格兰杰因果关系的定义为“依赖于使用过去某些时点上所有信息的最佳最小二乘预测的方差。”(granger causality test)
zhuchengfenfenxi1
- 格兰杰因果检验,亲手尝试使用过,效果可以(granger causality,use matlab to do this job)
mvgc_v1.0
- 多元格兰杰因果检验的matlab程序包,是继GCCA之后的升级版,分析结果更加简洁,直观(The matlab package of multivariate Grainger causality test is an upgraded version after GCCA. The result is more concise and intuitive.)
非线性格兰杰因果关系代码
- 该压缩包内为非线性格兰杰因果关系检验代码,欢迎大家下载(The compression package contains the non-linear Granger causality test code, welcome to download)
连老师pvar2
- 连玉君pvar模型stata程序包,可做GMM估计,格兰杰因果检验,脉冲响应函数(Lian Yujun pvar model stata package, can do GMM estimation, Granger causality test, impulse response function)