搜索资源列表
Staticvarcompensator
- Static var compensator model matlab simulink model
regression-
- 计量经济学的统计回归相关工具包，包括最优化、VAR-CVAR-toolboxes related in statistics and regression, including optimization and VAR-CVAR model
mentocarolmatlab--var
- var模型matlab做的，蒙特卡罗，很好用-var model matlab to do, Monte Carlo
management
- Copula理论的多心理帐户组合VaR模型与基金风险管理-Copula theory of multiple mental account and fund portfolio VaR model risk management
lrvar
- This code performs likelihood ratio test (LRT) for VAR model to determine optimal lag length, constant term is automatically included. Test is performed on contiguous lags, thus DOF=neqn^2*1. Guido Travaglini, 06.15.2011 - This code perfo
VAR
- 详细介绍了VAR模型的功能简介，和各类实际案例的应用。-Described in detail the application of the functions of the VAR model profiles, and all kinds of actual cases.
BVAR
- 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
time-varying-VAR
- 本软件是时变的VAR模型，能够考察变量间的冲击效应，及其结构变化特征，是较为理想的时间序列工具。-This software is a time-varying VAR model is able to examine, impact effect among the variables, and structural changes, is the ideal time series tools.
TVP_FAVAR
- 本软件是伯南克提出时变的因子扩展VAR模型，能够考察变量间的冲击效应，及其结构变化特征，克服通常VAR的变量少等缺陷。-This software is the factor Bernanke proposed changing the extended VAR model, to study impact effect among the variables, and structural changes, less often overcome VAR variable defects.
moneydemo
- matlab VAR模型应用实例，附源代码和PPT-var model
TVPVAR
- Nakajima的TVP-VAR的MATLAB代码，操作简单，是学界常用的，与论坛上现有的不同。(Here is the code of TVP-VAR model, which is popular in existing papers.)
VaR-EWMA& Historical simulation
- 用EWMA（garch（1，1））模型进行计算，rolling window的形式(use the method of rolling window size equals to 250, adopt EWMA model which also calls Garch(1,1) to calculate the Value at Risk)
derek_zhu201409252059（tvpvar）
- 做tvp-var模型的代码，主要是用来做向量自回归模型的(Code for tvp-var model)
程序.sas
- 使用sas对2005-2006年沪深300成分股进行var模型实证(Using SAS to make an empirical study on the VAR model of Shanghai and Shenzhen 300 share stocks for 2005-2006 years)
kiliancode
- 结构VAR模型代码，分解油价冲击和脉冲响应分析。(matlab code structural VAR model)
tvpvar2
- 时变参数VAR模型的matlab程序，原报告提供。。(TIME-VARYING PARAMETER VAR MODEL)
TVP-VAR
- 包含了目前主流的时变参数向量自回归模型代码以及文献(Including the current mainstream time-varying parameter vector autoregressive model code and Literature)
MI-TVP-SV-VAR
- Koop大神写出来的时变向量自回归模型的进化版，希望对大神写作有帮助。(The evolutionary version of the time-varying vector autoregressive model written by the Koop hopes, to be helpful to your writing.)
tvpvar_ox
- 用OX软件做TVP-VAR模型的代码与一篇理论论文(Tvp-var model with ox software)
干净的tvpvar
- Jouchi Nakajima 2013 的TVP-VAR模型的OX代码(Jouchi Nakajima 2013 Time-Varying Parameter VAR Model with Stochastic Volatility with OX code)