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  • matlab
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  • 378kb
  • Update:
  • 2017-12-25
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  • 翁先生
 Description: Extraction of homogeneous and heterogeneous factor factor using the principal component method of Bai Jushan and mixing data, then use tvpSV method for stochastic volatility factor analysis on income
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File list (Check if you may need any files):
FilenameSizeDate
ExtractFactor.m 2515 2017-12-12
Factor.xlsx 81582 2017-12-12
getdata.m 735 2017-12-11
main.m 713 2017-12-12
nbpiid.m 1399 2017-12-06
nbplog.m 1397 2017-12-06
season_adjust.m 619 2017-12-11
Test_Stability.m 1026 2017-12-11
TVP_VAR_SV.m 20275 2017-12-12
data1211\MM1211b.xlsx 235722 2017-12-11
data1211\QQ1211b.xlsx 34909 2017-12-11
functions\carter_kohn.m 1178 2013-12-02
functions\carter_kohn2.m 1113 2017-12-09
functions\carter_kohn3.m 1185 2013-12-02
functions\cols.m 293 2013-12-02
functions\corrvc.m 942 2013-12-02
functions\create_RHS.m 409 2013-12-02
functions\create_RHS_no_int.m 408 2013-12-02
functions\cumsumc.m 710 2013-12-02
functions\discrete.m 752 2013-12-02
functions\drawCOVt.m 1178 2013-12-02
functions\drawInitCond.m 519 2013-12-02
functions\drawP.m 558 2013-12-02
functions\drawPun.m 555 2013-12-02
functions\drawQshrinkageIG.m 493 2013-12-17
functions\drawQshrinkageIW.m 389 2013-12-17
functions\drawQsimpleIG.m 479 2013-12-17
functions\drawQsimpleIW.m 369 2013-12-17
functions\drawSIGMAt.m 584 2013-12-02
functions\drawstatesSV.m 1657 2013-12-02
functions\drawstatesun.m 1665 2013-12-02
functions\drawTVCoeff.m 1126 2017-12-11
functions\estvar.m 1042 2013-12-02
functions\extract.m 527 2013-12-02
functions\gamm_rnd.m 2035 2013-12-02
functions\impulse.m 989 2013-12-02
functions\invgamrnd.m 361 2013-12-02
functions\IRFVAR.m 223 2013-12-02
functions\Kalman_companion.m 1283 2013-12-02
functions\kfgibbsnvSV.m 2250 2013-12-02
functions\kfgibbsnvTVP.m 2342 2013-12-02
functions\kfgibbsnvTVP2.m 2603 2013-12-02
functions\lag.m 1492 2013-12-02
functions\mlag2.m 357 2017-12-07
functions\mvnrnd.m 1842 2013-12-02
functions\normgenSV.m 1093 2013-12-02
functions\olssvd.m 281 2013-12-02
functions\quantile.m 1810 2013-12-02
functions\rows.m 287 2013-12-02
functions\selif.m 738 2013-12-02
functions\shortandlong.m 2920 2013-12-02
functions\shrink_IG.m 397 2013-12-17
functions\shrink_Jeffreys.m 324 2013-12-17
functions\standardize_miss.m 515 2013-12-02
functions\stationarity_check.m 1286 2013-12-02
functions\sumc.m 645 2013-12-02
functions\SVRW.m 1238 2013-12-02
functions\SVRW2.m 906 2017-12-10
functions\transx.m 2010 2013-12-02
functions\trilvec.m 539 2013-12-02
functions\trimr.m 784 2013-12-02
functions\ts_prior.m 2158 2013-12-02
functions\ts_prior_ols.m 1076 2013-12-28
functions\wish.m 507 2013-12-02
BaiJuShan.m 451 2017-12-06
DataHandle.m 752 2017-12-11
DieDai.m 2125 2017-12-11
data1211
functions

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