文件名称:code
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对混频数据使用白聚山和主成分方法提取同质因子和异质因子，再使用tvpSV方法对所得的因子进行随机波动分析(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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下载文件列表
| 文件名 | 大小 | 更新时间 |
|---|---|---|
| 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 |