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  • Update : 2020-08-24
  • Size : 4.41mb
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  • Author :han****
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Introduction - If you have any usage issues, please Google them yourself
Two regime threshold VAR model estimated via the algorithm in Chen and Lee (2004) . Code is in Matlab
Packet file list
(Preview for download)
FilenameSizeUpdate
0 2018-09-03
mfiles 0 2019-06-12
functions 0 2018-09-03
dataF.xls 53760 2019-06-12
dataGS.xls 50688 2018-08-27
priors.mat 64111 2019-06-12
readme.txt 489 2018-09-03
results.mat 3861281 2019-06-12
estimateNEW1.m 6890 2018-10-26
functions\IG.m 485 2012-10-10
getirf1SD_r1.m 1693 2019-05-06
getirf1SD_r2.m 1681 2019-05-06
functions\HTML 0 2018-09-03
mfiles\Figure.m 1830 2017-08-28
functions\vec.m 65 2012-10-10
functions\rows.m 36 2012-10-10
functions\dlog.m 96 2017-08-31
functions\lag0.m 1219 2012-12-15
functions\vecr.m 67 2012-12-19
functions\bvar.m 1902 2013-10-26
functions\comp.m 262 2012-12-16
functions\iwpQ.m 151 2012-10-10
functions\lmda.m 202 2012-10-10
functions\cols.m 36 2012-10-10
functions\invpd.m 57 2012-10-10
functions\hline.m 3105 2001-11-08
functions\kde2d.m 7456 2013-11-19
functions\gkde2.m 7034 2013-11-18
functions\cholx.m 97 2009-08-10
functions\lmda3.m 397 2012-10-10
functions\lmda2.m 534 2012-10-10
functions\lmda1.m 235 2012-10-10
functions\postv.m 178 2013-10-24
functions\vline.m 3044 2001-11-08
functions\kcohn.m 1443 2012-10-12
functions\getqr.m 904 2012-10-10
functions\isbad.m 132 2012-10-12
functions\diff4.m 66 2012-10-10
functions\movav.m 88 2016-03-04
irf1sd_r1_sign.mat 61653 2019-06-12
functions\irfsim.m 353 2012-10-10
functions\getreg.m 216 2012-10-12
functions\movsum.m 74 2017-08-31
functions\loglik.m 274 2012-12-17
irf1sd_r2_sign.mat 123010 2019-06-12
functions\logdet.m 73 2012-10-11
functions\kronIA.m 160 2013-10-30
functions\plotx2.m 460 2018-07-12
functions\chofac.m 352 2012-10-10
functions\kcohnx.m 1521 2012-12-12
functions\getsvol.m 1416 2012-10-10
functions\kcohn.asv 1407 2012-10-12
functions\getrmse.m 159 2012-12-19
functions\drawdof.m 377 2013-10-25
functions\gkde2pg.m 7036 2013-11-19
functions\gkde2.asv 7036 2013-11-19
functions\lmda2.asv 421 2012-10-10
functions\plotkkk.m 75 2017-08-18
functions\gampdf2.m 80 2013-10-31
functions\lmda1.asv 201 2012-10-10
functions\set_gca.m 9013 2011-08-10
functions\getirfp.m 285 2017-02-22
functions\plot_ls.m 1721 2013-01-22
functions\kde2d.asv 7456 2013-11-19
functions\gampdf1.m 82 2011-08-26
functions\plot_pf.m 759 2013-12-06
functions\prepare.m 322 2012-12-17
getirf1SD_r2_sign.m 2072 2019-06-12
getirf1SD_r1_sign.m 2091 2019-06-12
functions\getcoef.m 365 2012-12-15
functions\plotfan.m 670 2013-04-24
functions\lmda3.asv 397 2012-10-10
functions\CPAtest.m 1473 2013-03-27
functions\dates.xls 31232 2013-04-24
functions\lmda3SA.m 407 2012-10-10
functions\safeexp.m 94 2012-12-17
functions\plot_pit.m 1301 2013-11-26
functions\get_data.m 1054 2012-10-10
functions\safemean.m 139 2012-10-12
functions\plotregx.m 476 2017-09-03
functions\get_PITs.m 396 2012-10-10
functions\gamm_rnd.m 2035 2013-10-23
functions\getirfp4.m 2532 2017-02-22
functions\getlamda.m 315 2013-10-31
functions\preparex.m 111 2014-01-02
functions\getsvolx.m 1424 2012-10-12
functions\gkde2pg.asv 7044 2013-11-18
functions\preparexx.m 408 2017-08-31
functions\drawdofML.m 334 2013-10-31
functions\get_paths.m 1053 2017-01-03
functions\getTgibbs.m 1259 2013-10-24
functions\plot_rmse.m 1827 2013-01-29
functions\transform.m 215 2018-08-27
functions\stability.m 402 2012-10-10
functions\sumgamlnx.m 87 2011-08-23
functions\kfiltervar.m 943 2013-10-30
functions\getimpulse.m 2632 2018-08-27
functions\kfilterTar.m 1173 2012-12-16
functions\getdummies.m 1014 2015-09-16
functions\invwishpdf.m 545 2011-08-23
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