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coint20
- 大名鼎鼎的coint 是计量经济学最重要的应用软件之一，这是一份重要的说明书-famous coint Econometrics is the most important one of the application software, which is an important specification
eviews-in-Econometrics
- Econmetric Views ,简称Eviews即经济统计图软件的使用介绍，在win下，可以快速建立经济计量模型等-Econmetric Views, the use of economic charts software introduced in the next win, you can quickly build an econometric model
Markov-Multifractal
- Journal of Econometrics 上发表的，MSMD模型，因其对inter trade duration 的精确预测引起轰动，正在成为学术热点研究-Published in the Journal of Econometrics, MSMD model, because accurate prediction of inter trade duration of sensation, is becoming a hot research scholarship
CASE1
- 计量经济学OLS实证，模拟不同残差分布下的回归的结果。-Econometrics OLS empirical, compare the different residual distribution results
spatial-econometric
- 适用于空间计量的各种模型，包括SVAR SEM SMD 等，以及各种检验，如LM Walds等-least-squares, simultaneous systems (2SLS,3SLS, SUR) limited dependent variable (logit, probit, tobit) and Bayesian variants time-series (VAR, BVAR, ECM) estimation and accompanying forecasting func
matlab计量经济学工具箱
- 介绍有关计量经济学的一些算法函数 是word 版 的 对经济金融学生有用(Some of the algorithmic functions of econometrics are the usefulness of the word version for financial and financial students)
R BETA GARCH
- 论文复制的代码Peter R. Hansen, Asger Lunde, and Valeri Voev, "Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility," Journal of Applied Econometrics, Vol. 29, No. 5, 2014, pp. 774-799. The file hlv-progs.zip