- Category:
- matlab
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[Matlab]
[源码]
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- 400kb
- Update:
- 2017-03-12
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- 余潇潇
Description: Markov state switching models are a type of speci cation which allows for the transition of states as an intrinsic property of the econometric model. Such type of statistical representations are well known and utilised in di erent problems in the eld of economics and nance
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MS_Regressmarkov regime switching models
........................................\About the MS_Regress_Package.pdf
........................................\data_Files
........................................\..........\Example_FEX.txt
........................................\..........\GNP_Hamilton.txt
........................................\Example_MS_Regress_Fit.m
........................................\Example_MS_Regress_Fit_For.m
........................................\Example_MS_Regress_Fit_GED_Dist.m
........................................\Example_MS_Regress_Fit_MSVAR.m
........................................\Example_MS_Regress_Fit_MultiVar.m
........................................\Example_MS_Regress_Fit_t_Dist.m
........................................\Example_MS_Regress_Fit_using_constCoeff.m
........................................\Example_MS_Regress_Fit_with_MEX.m
........................................\Example_MS_Regress_For.m
........................................\Example_MS_Regress_Simul_2_States_Multivar.m
........................................\Example_MS_Regress_Simul_3_States.m
........................................\Example_MS_Regress_Simul_and_Fit_2_States.m
........................................\Example_MS_Regress_Simul_and_Fit_3_States.m
........................................\Example_MS_Regress_Simul_Fit_2_States_Multivar.m
........................................\m_Files
........................................\.......\build_constCoeff.m
........................................\.......\checkInputs.m
........................................\.......\checkSize_constCoeff.m
........................................\.......\check_constCoeff.m
........................................\.......\confuneq_MS_Regress.m
........................................\.......\doOutScreen.m
........................................\.......\doOutScreen_MSVAR.m
........................................\.......\doPlots.m
........................................\.......\getvarMatrix_MS_Regress.m
........................................\.......\mex_MS_Filter.cpp
........................................\.......\MS_Regress_Fit.m
........................................\.......\MS_Regress_For.m
........................................\.......\MS_Regress_Lik.m
........................................\.......\MS_Regress_Sim.m
........................................\.......\MS_VAR_Fit.m
........................................\.......\mvnpdf_MSPERLIN.m
........................................\.......\myMVNPDF.m
........................................\.......\nr3matlab.h
........................................\.......\param2spec.m
........................................\.......\preCalc_MSModel.m
........................................\.......\spec2param.m
........................................\Script_Hamilton_Comparison.m
........................................\Untitled.m
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