搜索资源列表
FAVAR
- 运用GIBBS抽样方式计算FAVAR模型(Using GIBBS sampling method to calculate FAVAR model)
FAVAR-master
- FAVAR。运用结构化变量进行因子分析，拟合VAR模型(FAVAR. Structural variables were used for factor analysis to fit the VAR model)
BBE_Ddisk
- 用gibbs抽样和两步法方式拟合计算FAVAR模型(Fitting FAVAR model with Gibbs sampling method)
BBE_Ddisk
- BBE模型matlab程序,解决FAVAR模型(BBE model solving FAVAR model, use in macro economics)
TVP_FAVAR－MATLAB_CODE
- 用matlab 估计TVP FAVAR模型，基于贝叶斯估计法(Using MATLAB to estimate the favar model, based on Bayesian estimation method)
FAVAR
- Factor augmented VAR