文件名称:BVAR
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var模型的实现。针对var模型的算法，估计模型的参数。并对其进行检验-achieve var model. Var model for the algorithm, the estimated parameters of the model. And its test
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下载文件列表
BVAR 所有文件
.............\BVAR_Analytical
.............\...............\BVAR_ANALYT.m
.............\...............\bvardgp.m
.............\...............\mlag2.m
.............\...............\wish.m
.............\BVAR_FULL
.............\.........\BVAR_FULL.m
.............\.........\Yraw.dat
.............\.........\bernoullirnd.m
.............\.........\bvardgp.m
.............\.........\gamm_rnd.m
.............\.........\impulse.m
.............\.........\mlag2.m
.............\.........\mvnpdf.m
.............\.........\prior_hyper.m
.............\.........\quantile.m
.............\.........\wish.m
.............\.........\yearlab.dat
.............\BVAR_Gibbs
.............\..........\BVAR_GIBBS.m
.............\..........\Yraw.dat
.............\..........\bvardgp.m
.............\..........\mlag2.m
.............\..........\mvnpdf.m
.............\..........\quantile.m
.............\..........\wish.m
.............\KoKo_Manual.pdf
.............\SSVS_VAR
.............\........\George (2006) - Bayesian Stochastic Search for VAR Model Restrictions.pdf
.............\........\Program ssvs.pdf
.............\........\SSVS_VAR.m
.............\........\SSVS_VAR_CONST.m
.............\........\bernoullimrnd.m
.............\........\bernoullirnd.m
.............\........\gamm_rnd.m
.............\........\mlag.m
.............\........\mlag2.m
.............\........\simvardgp.m
.............\........\simvardgpcon.m
.............\........\wish.m
.............\VAR_Selection
.............\.............\TVP_VAR_SELECTION.m
.............\.............\VAR_SELECTION.m
.............\.............\bernoullirnd.m
.............\.............\carter_kohn.m
.............\.............\mlag2.m
.............\.............\mvnrnd.m
.............\.............\simvardgp.m
.............\.............\tvpvarsim.m
.............\.............\wish.m
.............\koop_korobilis_Foundations_and_Trends_2010.pdf