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

Filename	Size	Update
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

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