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TVAR_matlab
- 用于时变结构的AR模型建立，即TVAR 的matlab程序-AR model for time variable structure established that TVAR matlab program
TVAR
- 基于期望最大化的时变参数建模，时频分辨率高-Based on expectation maximization of time-varying parameter modeling, high time-frequency resolution
TVAR
- Two regime threshold VAR model estimated via the algorithm in Chen and Lee (2004) . Code is in Matlab