搜索资源列表
garch_like
- Garch模型的最大似然估计方法，基于MATLAB程序。-Garch model of maximum likelihood estimation method, based on the MATLAB program.
EconometricsToolbox
- matlab编写的计量经济学工具箱，包括线性及非线性回归，GARCH模型及VAR模型的建立等。-EconometricsToolbox by matlab
BVAR_Gibbs
- 贝叶斯分析，比较复杂的自回归分析。VAR模型，注意比AR要先进的多！-Bayesian estimation, prediction and impulse response analysis in VAR models using the Gibbs sampler.
mentocarolmatlab--var
- var模型matlab做的，蒙特卡罗，很好用-var model matlab to do, Monte Carlo
VAR
- 详细介绍了VAR模型的功能简介，和各类实际案例的应用。-Described in detail the application of the functions of the VAR model profiles, and all kinds of actual cases.
var
- 基于matlab的var模型应用 youyong-matlab var
time-varying-VAR
- 本软件是时变的VAR模型，能够考察变量间的冲击效应，及其结构变化特征，是较为理想的时间序列工具。-This software is a time-varying VAR model is able to examine, impact effect among the variables, and structural changes, is the ideal time series tools.
自回归模型课件与程序
- 自回归模型，向量自回归模型是AR模型的推广。[1] 这个概念应当区别于金融风险管理的VaR模型。VaR模型是用于衡量市场风险和信用风险的大小，辅助金融机构进行风险管理和监管部门有效监管的工具(Autoregressive model and vector autoregressive model are the extension of AR model)
VaR-EWMA& Historical simulation
- 用EWMA（garch（1，1））模型进行计算，rolling window的形式(use the method of rolling window size equals to 250, adopt EWMA model which also calls Garch(1,1) to calculate the Value at Risk)
derek_zhu201409252059（tvpvar）
- 做tvp-var模型的代码，主要是用来做向量自回归模型的(Code for tvp-var model)
程序.sas
- 使用sas对2005-2006年沪深300成分股进行var模型实证(Using SAS to make an empirical study on the VAR model of Shanghai and Shenzhen 300 share stocks for 2005-2006 years)
tvpvar模型matlab代码及自学手册l
- tvp-var模型matlab代码及自学手册，TVP-var新手自学入门必备。(Tvp-var model matlab code and self-study manual, TVP-var beginners must learn to get started.)
kiliancode
- 结构VAR模型代码，分解油价冲击和脉冲响应分析。(matlab code structural VAR model)
tvpvar2
- 时变参数VAR模型的matlab程序，原报告提供。。(TIME-VARYING PARAMETER VAR MODEL)
TVP-VAR
- 包含了目前主流的时变参数向量自回归模型代码以及文献(Including the current mainstream time-varying parameter vector autoregressive model code and Literature)
MI-TVP-SV-VAR
- Koop大神写出来的时变向量自回归模型的进化版，希望对大神写作有帮助。(The evolutionary version of the time-varying vector autoregressive model written by the Koop hopes, to be helpful to your writing.)
TVP-VAR
- 这里是TVp-var模型的详细代码，对于写论文做实证模型的小白来说很有帮助。(it is no necessary for us to learn a new net language,we can ues it necessarily,this code is useful for us to write article .)
tvpvar_ox
- 用OX软件做TVP-VAR模型的代码与一篇理论论文(Tvp-var model with ox software)
干净的tvpvar
- Jouchi Nakajima 2013 的TVP-VAR模型的OX代码(Jouchi Nakajima 2013 Time-Varying Parameter VAR Model with Stochastic Volatility with OX code)
VAR file
- VAR模型中协整向量的估计 此估计方法由Johansen提出。假定条件是，ut IID (0, )。实际中这个条件比较容易满足。当ut 中存在自相关时，只要在VAR模型中适当增加