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雷达卡
MFEToolbox.zip
(2.1 MB, 需要: 3 个论坛币)
本附件包括：- addToPath.m
- Contents.m
这是工具箱
MFE_Toolbox_document.zip
(474.25 KB, 需要: 3 个论坛币)
本附件包括：- MFE_Toolbox1.pdf
工具箱包含各种你能想到的计量经济学的一些模型和检验各种方法。。
本帖隐藏的内容
2.0.14: Thanks for Mark Flood who pointed out an old bug in fattailed garch. Even more reason to move to the mfe toolbox if possible.2.0.13: Thanks for Mark Flood who pointed out an initialization bug in full_bekk_simulate.2.0.12: Thanks to Dennis Turk who pointed out a bug in garchcore.m.2.0.11: I have updated the mex files to work with more modern versions of MATLAB and removed the 5.3 binaries. I also replaced the missing tarchcore.m so that all functions in the toolbox run with or without using the binary files.2.0.10: New versions of bsds, bsds_studentized, block_bootstrap and stationary_bootstrap that use the latest version of Hansen's SPA paper2.0.9.: Quite a few bug/inconsistencies squashed thanks to Paul Koufalas and Lance Young2.0.8: 2 bugs in dcc_mvgarch and one in egarch squashed2.0.7: A few more bugs squashed thanks to Hansen Chen2.0.6: Fixed a couple of typos in the skewt garch functions2.0.5: Fixed a bug in vech()2.0.4: There is a Matlab limitation on filename length of 31 characters on some versions. dagonal_bekk_mvgarch_likelihood was 1 character too long. It has been renamed diagonalBekkMVgarchLikelihood.2.0.4: A bug was found in GARCHINMEAN. It is now fixed.2.0.3: A huge bug was found in EGARCH. The original file was using variances, not std devs. This is now fixed. Not> I am unable to build the 5.3 binary as I am out of the country. For now, egarchcore.dll is only available for 6 and above.
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