搜索资源列表
matlab编写的计量经济学工具箱
- 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
management
- Copula理论的多心理帐户组合VaR模型与基金风险管理-Copula theory of multiple mental account and fund portfolio VaR model risk management
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
BVAR
- var模型的实现。针对var模型的算法，估计模型的参数。并对其进行检验-achieve var model. Var model for the algorithm, the estimated parameters of the model. And its test
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.
TVP_FAVAR
- 本软件是伯南克提出时变的因子扩展VAR模型，能够考察变量间的冲击效应，及其结构变化特征，克服通常VAR的变量少等缺陷。-This software is the factor Bernanke proposed changing the extended VAR model, to study impact effect among the variables, and structural changes, less often overcome VAR variable defects.
VAR
- 时域模态分析方法中的多元自回归模型，用于识别结构的模态参数。-Multivariate autoregressive model of time domain modal analysis method, is used to identify structural modal parameters.
appMFVAR
- 混频向量自回归模型，用于处理混频数据，可以避免同频数据导致的信息缺失-mixfrequency VAR
TVP_VAR
- tvp-var model 可以用来做TVP-VAR模型-tvp-var model for good use
Copula111gGarch111VaR
- garch-copula-VaR模型用于计算投资组合风险-garch-copula-VaR model is used to calculate portfolio risk
ARMAX_GARCH_K_SK_Toolbox
- garch族（garch,garchs,garchsk,gjr）模型的参数模拟，以及风险值 VaR 在不同水平下的估算。(garch group (garch, garchs, garchsk, gjr) parameters of the simulation model, and the estimated risk value VaR at different levels.)
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)
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)
tvpvar
- 时变参数向量自回归模型的估计代码以及模型应用方法(Estimation code and application of Time-Varying parameter vector autoregressive model)
tvpvar_m
- tvp-var模型，时变参数的向量自回归模型(tvp-var module, Time-varying parameter)