- Category:
- matlab
- Tags:
-
- File Size:
- 256kb
- Update:
- 2018-06-06
- Downloads:
- 1 Times
- Uploaded by:
- 小雨小雨
Description: dynamic factor model, the model can be effective for high-dimensional data dimension reduction, condensed the hundreds of thousands of data in several factors, that is, from a country many economic time series data in the estimation and explain the common dynamic factors drive the variable volatility.MATLABcode
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File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| Factor_Models\BAYES_DFM.m | 7383 | 2018-05-21
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| Factor_Models\bernoullirnd.m | 706 | 2018-05-21
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| Factor_Models\BFM.m | 3214 | 2018-05-21
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| Factor_Models\bfmdgp.m | 479 | 2018-05-21
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| Factor_Models\bfmdgp2.m | 305 | 2018-05-21
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| Factor_Models\dfmdgp.m | 884 | 2018-05-21
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| Factor_Models\estvar.m | 1042 | 2018-05-21
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| Factor_Models\extract.m | 527 | 2018-05-21
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| Factor_Models\gamrnd.m | 677 | 2018-05-21
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| Factor_Models\Lopez+West (2004) - BAYESIAN MODEL ASSESSMENT IN FACTOR ANALYSIS.pdf | 294074 | 2018-05-21
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| Factor_Models\mlag.m | 1335 | 2018-05-21
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| Factor_Models\mvnrnd.m | 1830 | 2018-05-21
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| Factor_Models\normlt_rnd.m | 1059 | 2018-05-21
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| Factor_Models\normt_rnd.m | 1827 | 2018-05-21
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| Factor_Models\olssvd.m | 281 | 2018-05-21 |
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