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Description: 门限协整预测的MATLAB代码，非常新，国外大学实验室课题里面找到。-Threshold cointegration forecast MATLAB code, very new, foreign university laboratory subjects to find something.
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Size: 77824 |
Author: xuke |
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Description: Vector Autoregression (VAR) estimation and direct forecasting with VECM. Uses Le Sage vare.m
Code embeds lrvar.m to compute LRT for optimal VAR size and compmatrix.m to find companion matrix of coefficient vectors.
Performs also in- and out-of-sample forecasting. Guido Travaglini, Università di Roma 1, jay_of_may@yahoo.com, November 2011.
-Vector Autoregression (VAR) estimation and direct forecasting with VECM. Uses Le Sage vare.m
Code embeds lrvar.m to compute LRT for optimal VAR size and compmatrix.m to find companion matrix of coefficient vectors.
Performs also in- and out-of-sample forecasting. Guido Travaglini, Università di Roma 1, jay_of_may@yahoo.com, November 2011.
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Size: 1024 |
Author: jay |
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Description: HANS-MARTIN KROLZIG,MS-VECM代码，需转码成.ox文件方可使用。-HANS-MARTIN KROLZIG，code of MS-VECM written by txt. you should transcode this text file into .ox before using it.
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Size: 1024 |
Author: hekaiyi |
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Description: 高斯马尔科夫区制转换模型
内含MS-VAR、MS-VECM软件包(Goss Markoff region system transformation model
Containing MS-VAR, MS-VECM software packages)
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Size: 17654784 |
Author: osamu11 |
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Description: MSMS-VECM model regime switch error correction model
Platform: |
Size: 11368 |
Author: leexipemm@gmail.com |
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