搜索资源列表
beta_estimation
- Implements Maximum likelihood estimation of beta and other parameters for model of stock portfolio vs. index using kalman filter
seekh
- 该应用程序能用来求解高级计量经济学中的核密度估计的窗宽,根据神经元上的一片杂志改编-The application can be used to solve high-level econometric estimation of the nuclear density of the window width, according to neurons in a magazine adaptation
alpha-stable
- matlab source of alpha stable distribution s pdf,cdf, parameter estimation -alpha stable distribution s pdf,cdf, parameter estimation
jae_92
- This is a GAUSS program. It will implement the estimation and testing procedures for a Markov switching parameter model as presented in B. Hansen "The likelihood ratio test under non-standard conditions: Testing the Markov trend model of GNP."
tetonedge-bayesf-7348d7d3ba02
- Bayesian Estimation of Markov Switching Models based on Fruehwirth-Schattner (WU-Wien).
pishbini
- estimation stocks and market with matlab in m-file
nelson_siegel
- 用债券数据估计NS和nss的利率期限结构估计-estimation of interest rate term structure using nss and ns model
str_codes
- 计量经济学中平滑转移回归模型(Smooth Transition Regression Models)参数估计的程序-Econometrics smooth transfer regression model (Smooth Transition Regression Models) parameter estimation program
univariate
- GARCH模型的matlab程序,使用最大似然估计方法进行参数估计(The matlab program of the GARCH model uses maximum likelihood estimation to estimate the parameters.)
