文件名称:TVAR
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Two regime threshold VAR model estimated via the algorithm in Chen and Lee (2004) . Code is in Matlab相关搜索： tvar
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下载文件列表
| 文件名 | 大小 | 更新时间 |
|---|---|---|
| 0 | 2018-09-03 | |
| mfiles | 0 | 2019-06-12 |
| functions | 0 | 2018-09-03 |
| dataF.xls | 53760 | 2019-06-12 |
| dataGS.xls | 50688 | 2018-08-27 |
| priors.mat | 64111 | 2019-06-12 |
| readme.txt | 489 | 2018-09-03 |
| results.mat | 3861281 | 2019-06-12 |
| estimateNEW1.m | 6890 | 2018-10-26 |
| functions\IG.m | 485 | 2012-10-10 |
| getirf1SD_r1.m | 1693 | 2019-05-06 |
| getirf1SD_r2.m | 1681 | 2019-05-06 |
| functions\HTML | 0 | 2018-09-03 |
| mfiles\Figure.m | 1830 | 2017-08-28 |
| functions\vec.m | 65 | 2012-10-10 |
| functions\rows.m | 36 | 2012-10-10 |
| functions\dlog.m | 96 | 2017-08-31 |
| functions\lag0.m | 1219 | 2012-12-15 |
| functions\vecr.m | 67 | 2012-12-19 |
| functions\bvar.m | 1902 | 2013-10-26 |
| functions\comp.m | 262 | 2012-12-16 |
| functions\iwpQ.m | 151 | 2012-10-10 |
| functions\lmda.m | 202 | 2012-10-10 |
| functions\cols.m | 36 | 2012-10-10 |
| functions\invpd.m | 57 | 2012-10-10 |
| functions\hline.m | 3105 | 2001-11-08 |
| functions\kde2d.m | 7456 | 2013-11-19 |
| functions\gkde2.m | 7034 | 2013-11-18 |
| functions\cholx.m | 97 | 2009-08-10 |
| functions\lmda3.m | 397 | 2012-10-10 |
| functions\lmda2.m | 534 | 2012-10-10 |
| functions\lmda1.m | 235 | 2012-10-10 |
| functions\postv.m | 178 | 2013-10-24 |
| functions\vline.m | 3044 | 2001-11-08 |
| functions\kcohn.m | 1443 | 2012-10-12 |
| functions\getqr.m | 904 | 2012-10-10 |
| functions\isbad.m | 132 | 2012-10-12 |
| functions\diff4.m | 66 | 2012-10-10 |
| functions\movav.m | 88 | 2016-03-04 |
| irf1sd_r1_sign.mat | 61653 | 2019-06-12 |
| functions\irfsim.m | 353 | 2012-10-10 |
| functions\getreg.m | 216 | 2012-10-12 |
| functions\movsum.m | 74 | 2017-08-31 |
| functions\loglik.m | 274 | 2012-12-17 |
| irf1sd_r2_sign.mat | 123010 | 2019-06-12 |
| functions\logdet.m | 73 | 2012-10-11 |
| functions\kronIA.m | 160 | 2013-10-30 |
| functions\plotx2.m | 460 | 2018-07-12 |
| functions\chofac.m | 352 | 2012-10-10 |
| functions\kcohnx.m | 1521 | 2012-12-12 |
| functions\getsvol.m | 1416 | 2012-10-10 |
| functions\kcohn.asv | 1407 | 2012-10-12 |
| functions\getrmse.m | 159 | 2012-12-19 |
| functions\drawdof.m | 377 | 2013-10-25 |
| functions\gkde2pg.m | 7036 | 2013-11-19 |
| functions\gkde2.asv | 7036 | 2013-11-19 |
| functions\lmda2.asv | 421 | 2012-10-10 |
| functions\plotkkk.m | 75 | 2017-08-18 |
| functions\gampdf2.m | 80 | 2013-10-31 |
| functions\lmda1.asv | 201 | 2012-10-10 |
| functions\set_gca.m | 9013 | 2011-08-10 |
| functions\getirfp.m | 285 | 2017-02-22 |
| functions\plot_ls.m | 1721 | 2013-01-22 |
| functions\kde2d.asv | 7456 | 2013-11-19 |
| functions\gampdf1.m | 82 | 2011-08-26 |
| functions\plot_pf.m | 759 | 2013-12-06 |
| functions\prepare.m | 322 | 2012-12-17 |
| getirf1SD_r2_sign.m | 2072 | 2019-06-12 |
| getirf1SD_r1_sign.m | 2091 | 2019-06-12 |
| functions\getcoef.m | 365 | 2012-12-15 |
| functions\plotfan.m | 670 | 2013-04-24 |
| functions\lmda3.asv | 397 | 2012-10-10 |
| functions\CPAtest.m | 1473 | 2013-03-27 |
| functions\dates.xls | 31232 | 2013-04-24 |
| functions\lmda3SA.m | 407 | 2012-10-10 |
| functions\safeexp.m | 94 | 2012-12-17 |
| functions\plot_pit.m | 1301 | 2013-11-26 |
| functions\get_data.m | 1054 | 2012-10-10 |
| functions\safemean.m | 139 | 2012-10-12 |
| functions\plotregx.m | 476 | 2017-09-03 |
| functions\get_PITs.m | 396 | 2012-10-10 |
| functions\gamm_rnd.m | 2035 | 2013-10-23 |
| functions\getirfp4.m | 2532 | 2017-02-22 |
| functions\getlamda.m | 315 | 2013-10-31 |
| functions\preparex.m | 111 | 2014-01-02 |
| functions\getsvolx.m | 1424 | 2012-10-12 |
| functions\gkde2pg.asv | 7044 | 2013-11-18 |
| functions\preparexx.m | 408 | 2017-08-31 |
| functions\drawdofML.m | 334 | 2013-10-31 |
| functions\get_paths.m | 1053 | 2017-01-03 |
| functions\getTgibbs.m | 1259 | 2013-10-24 |
| functions\plot_rmse.m | 1827 | 2013-01-29 |
| functions\transform.m | 215 | 2018-08-27 |
| functions\stability.m | 402 | 2012-10-10 |
| functions\sumgamlnx.m | 87 | 2011-08-23 |
| functions\kfiltervar.m | 943 | 2013-10-30 |
| functions\getimpulse.m | 2632 | 2018-08-27 |
| functions\kfilterTar.m | 1173 | 2012-12-16 |
| functions\getdummies.m | 1014 | 2015-09-16 |
| functions\invwishpdf.m | 545 | 2011-08-23 |