TVPVAR

Directory: Document
Plat: Mathematica
Size: 64KB
Downloads: 18
Upload time: 2017-09-17 21:16:34
Uploader: 二十七杯酒
Description:   Here is the code of TVP-VAR model, which is popular in existing papers.

File list:
TVPVAR
TVPVAR\TVPVAR-Package.m
TVPVAR\drawimp.m
TVPVAR\fAt.m
TVPVAR\fGeweke.m
TVPVAR\fXh.m
TVPVAR\fXt.m
TVPVAR\finvm.m
TVPVAR\ftsvar.m
TVPVAR\impulse.m
TVPVAR\mcmc.m
TVPVAR\setvar.m
TVPVAR\ssmooth.m
TVPVAR\svsamp.m
TVPVAR\tvpvar_ex.mat
TVPVAR\tvpvar_ex.xls
TVPVAR\tvpvar_ex1.m
TVPVAR\tvpvar_ex2.m
TVPVAR\tvpvar_m.pdf

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