File list (Check if you may need any files):
WEBCODE\data
.......\....\DATA383.MAT
.......\estimatenewP.asv
.......\estimatenewP.m
.......\forecasts
.......\functions
.......\.........\bfgsi.m
.......\.........\chofac.m
.......\.........\chofac1.m
.......\.........\cols.m
.......\.........\comp.m
.......\.........\create_dummies.m
.......\.........\csminit.m
.......\.........\csminwel.m
.......\.........\csolve.m
.......\.........\diff4.m
.......\.........\discretesample.m
.......\.........\display_summary.m
.......\.........\display_summary1.m
.......\.........\estimatemstvtp.m
.......\.........\estimatemvar.m
.......\.........\extract_paths.m
.......\.........\G1.MAT
.......\.........\gampdf1.m
.......\.........\generate_cumdata.m
.......\.........\get_data.m
.......\.........\get_logscore.m
.......\.........\get_logscoreH.asv
.......\.........\get_logscoreH.m
.......\.........\get_logscoreH_ORIG.m
.......\.........\get_LS_weights.asv
.......\.........\get_LS_weights.m
.......\.........\get_LS_weights_OLD.m
.......\.........\get_paths.m
.......\.........\get_pathsTVAR.asv
.......\.........\get_pathsTVAR.m
.......\.........\get_pathsVAR.m
.......\.........\get_PITs.m
.......\.........\getcoef.m
.......\.........\getforecastTVTP.asv
.......\.........\getforecastTVTP.m
.......\.........\getmeans.m
.......\.........\getqr.m
.......\.........\getreg.m
.......\.........\getreg1.m
.......\.........\getrmse.m
.......\.........\getS.m
.......\.........\getst.m
.......\.........\getsvol.m
.......\.........\getsvolx.m
.......\.........\getvarpost.m
.......\.........\getystar.m
.......\.........\getystarF.asv
.......\.........\getystarF.m
.......\.........\H.DAT
.......\.........\hamiltonfilter.m
.......\.........\hamiltonfilterML.m
.......\.........\hamiltonfilterMLAR.m
.......\.........\HTML
.......\.........\....\create_dummies.html
.......\.........\ig.m
.......\.........\invpd.m
.......\.........\invwishpdf.m
.......\.........\irfsim.m
.......\.........\isbad.m
.......\.........\iwpq.m
.......\.........\KCOHN.ASV
.......\.........\kcohn.m
.......\.........\kcohnx.m
.......\.........\kfilterTar.asv
.......\.........\kfilterTar.m
.......\.........\lag0.m
.......\.........\LMDA.M
.......\.........\LMDA1.ASV
.......\.........\LMDA1.M
.......\.........\LMDA2.ASV
.......\.........\LMDA2.M
.......\.........\LMDA3.ASV
.......\.........\LMDA3.M
.......\.........\lmda3SA.m
.......\.........\LOGDET.M
.......\.........\LOGLIK.M
.......\.........\multivariatenormal.m
.......\.........\normlt_rnd.m
.......\.........\normrt_rnd.m
.......\.........\normt_rnd.m
.......\.........\numgrad.m
.......\.........\particlefilter.m
.......\.........\PLOT_LS.M
.......\.........\plot_ls_data.m
.......\.........\plot_percentiles.asv
.......\.........\plot_percentiles.m
.......\.........\PLOT_PF.M
.......\.........\PLOT_PIT.M
.......\.........\PLOTX2.M
.......\.........\prepare.m
.......\.........\process_output.asv
.......\.........\process_output.m
.......\.........\rows.m
.......\.........\SAFEEXP.M