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Graphene
Downloaded:0
Designing graphene cavity and calculating its eigenvalues using tight-binding model
Update
: 2024-12-25
Size
: 2kb
Publisher
:
二蛋的哲学
HanBOT v11.202
Downloaded:3
sajhcjsbchawgcjksahljkwca
Update
: 2024-12-25
Size
: 40.36mb
Publisher
:
刚想说
SMOS卫星实验数据处理程序
Downloaded:0
Data Processing Program for SMOS Satellite Experiment. The original data is too large to be included in the appendix. The original data are as follows: SM_OPER_MIR_SC_F1A_20130818T000159_20130818T005558_504_001_1. DBL
Update
: 2024-12-25
Size
: 316kb
Publisher
:
olvido
MERcsharp_HALCON
Downloaded:0
C# Programming Image Routine in Halcon by SDK of Large Constant Camera
Update
: 2024-12-25
Size
: 1.28mb
Publisher
:
LLZZBB
STM32工程模板_keil4
Downloaded:0
STM32 engineering template, suitable for 32 entry, can be based on the preparation of different projects
Update
: 2024-12-25
Size
: 4.37mb
Publisher
:
洪恩
Clark (1989) model for estimating unobservable components model
Downloaded:0
The code allows to estimate the Clarck model by maximum likelihood. It is assumed that the series has 2 unobservable components: a trend and a cycle. In the case of the trend, an autoregressive process of order 2 is assu
Update
: 2018-11-25
Size
: 1.57kb
Publisher
:
franciscososasotomayor123
Autocorrelation Function and Partial Autocorrelation Function
Downloaded:0
The code allows calculating the autocorrelation function and the partial autocorrelation function of a time series. The algorithm is based on the Schwartz selection criteria, also called the BIC criterion. Also, the code
Update
: 2018-11-25
Size
: 3.08kb
Publisher
:
franciscososasotomayor123
Newton-Rapshon Optimization
Downloaded:0
The following code allows you to optimize non-linear functions using the algorithm of newton raphson. Analytical derivatives are used, the gradient and the Hessian matrix of the function to find maxima and minima. Two ex
Update
: 2018-11-25
Size
: 1.93kb
Publisher
:
franciscososasotomayor123
Estimation codes of Econometric Modelling with Time Series: Specification, Estimation and Testing
Downloaded:0
The present codes allow for estimation of multiple model in time series analysis. Among the principal models are ARMA, Vector Error Correction and Vector Autoregressive. The codes are written in Matlab.
Update
: 2018-11-25
Size
: 3.33mb
Publisher
:
franciscososasotomayor123
Kalman filter: Multivariate and Univariate
Downloaded:0
This code allows to calculate the recursive kalman filter and to estimate kalman filter. The files are: 1) Calculate recursive univariate kalman filter 2) Calculate recurisve multivariate kalman filter 3) Estimate kalman
Update
: 2018-11-25
Size
: 4.28kb
Publisher
:
franciscososasotomayor123
Markov-Switching
Downloaded:0
This code performs the univariate analysis of Markov-Switching model. The model shows step by step the implementation of Markov Chains to estimate multiple states and asymmetries in time series. The example is performed
Update
: 2018-11-25
Size
: 2.3kb
Publisher
:
franciscososasotomayor123
Autoregressive Conditional Heterocedasticity
Downloaded:0
This code performs multiple ARCH models in order to model the second moment of time series. It is implemented in Matlab and it is used to model variance of returns in S&P 500 and returns of Latin American countries.
Update
: 2018-11-25
Size
: 870.71kb
Publisher
:
franciscososasotomayor123
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