matlabols回归代码-gar-replication:回测全球风险增长复制文件

上传者: 38748580 | 上传时间: 2025-10-07 21:27:18 | 文件大小: 2.31MB | 文件类型: ZIP
matlab ols回归代码 此存储库包含 Christian Brownlees 和 Andre BM Souza 的论文Backtesting Global Growth-at-Risk的复制文件,该文件可在 SSRN 上的地址获得 作者 和 软件要求 该代码已经过 MATLAB 版本 R2017a 和 R2019a 的测试 指示 要复制样本外结果,请运行脚本gar_replication.m 。 该脚本将创建论文的表 4 到 6。 这些表将作为单独的 CSV 文件存储在目录表中。 数据 重要免责声明:本研究中使用的数据于 2019 年 6 月从以下来源下载。 来自经合组织数据库 来自国际货币基金组织。 来自经合组织数据库 来自经合组织数据库 来自圣路易斯联储。 来自圣路易斯联储。 来自 BIS 数据库 来自 BIS 数据库 来自政策不确定性网站 来自政策不确定性网站 几个国家的 EPU,所有这些都可以在政策不确定性网站上找到: 其他资源 rq.m:计算分位数回归的函数。 来源:易受攻击的增长复制文件(Adrian 等人,2019 年) QuantilesInterpolation

文件下载

资源详情

[{"title":"( 521 个子文件 2.31MB ) matlabols回归代码-gar-replication:回测全球风险增长复制文件","children":[{"title":"mexsvec.c <span style='color:#111;'> 23.88KB </span>","children":null,"spread":false},{"title":"mexsvec.c <span style='color:#111;'> 23.84KB </span>","children":null,"spread":false},{"title":"mexsvec_71.c <span style='color:#111;'> 23.66KB </span>","children":null,"spread":false},{"title":"mexsvec_71.c <span style='color:#111;'> 23.66KB </span>","children":null,"spread":false},{"title":"mexschur_new.c <span style='color:#111;'> 16.46KB </span>","children":null,"spread":false},{"title":"mexschur.c <span style='color:#111;'> 16.11KB </span>","children":null,"spread":false},{"title":"mexschur.c <span style='color:#111;'> 16.03KB </span>","children":null,"spread":false},{"title":"mexschur_v0.c <span style='color:#111;'> 16.03KB </span>","children":null,"spread":false},{"title":"mexschurold.c <span style='color:#111;'> 15.88KB </span>","children":null,"spread":false},{"title":"mexschurold.c <span style='color:#111;'> 15.88KB </span>","children":null,"spread":false},{"title":"mexschurold.c <span style='color:#111;'> 15.85KB </span>","children":null,"spread":false},{"title":"mexschur_71.c <span style='color:#111;'> 15.78KB </span>","children":null,"spread":false},{"title":"mexschur_71.c <span style='color:#111;'> 15.78KB </span>","children":null,"spread":false},{"title":"mexsmat.c <span style='color:#111;'> 14.89KB </span>","children":null,"spread":false},{"title":"mexsmat_v0.c <span style='color:#111;'> 14.66KB </span>","children":null,"spread":false},{"title":"mexsmat.c <span style='color:#111;'> 14.56KB </span>","children":null,"spread":false},{"title":"mexsmat_71.c <span style='color:#111;'> 14.39KB </span>","children":null,"spread":false},{"title":"mexsmat_71.c <span style='color:#111;'> 14.39KB </span>","children":null,"spread":false},{"title":"mexsvecold.c <span style='color:#111;'> 12.66KB </span>","children":null,"spread":false},{"title":"mexsvecold.c <span style='color:#111;'> 12.66KB </span>","children":null,"spread":false},{"title":"mexProd2_71.c <span style='color:#111;'> 12.66KB </span>","children":null,"spread":false},{"title":"mexProd2_71.c <span style='color:#111;'> 12.66KB </span>","children":null,"spread":false},{"title":"mexmat.c <span style='color:#111;'> 11.00KB </span>","children":null,"spread":false},{"title":"mexmat_71.c <span style='color:#111;'> 10.93KB </span>","children":null,"spread":false},{"title":"mexmat_71.c <span style='color:#111;'> 10.93KB </span>","children":null,"spread":false},{"title":"mexmat.c <span style='color:#111;'> 10.92KB </span>","children":null,"spread":false},{"title":"mexProd2.c <span style='color:#111;'> 9.82KB </span>","children":null,"spread":false},{"title":"mexProd2.c <span style='color:#111;'> 9.76KB </span>","children":null,"spread":false},{"title":"mexskron.c <span style='color:#111;'> 8.85KB </span>","children":null,"spread":false},{"title":"mexskron.c <span style='color:#111;'> 8.82KB </span>","children":null,"spread":false},{"title":"mexskron_71.c <span style='color:#111;'> 8.73KB </span>","children":null,"spread":false},{"title":"mexskron_71.c <span style='color:#111;'> 8.73KB </span>","children":null,"spread":false},{"title":"mexsmatold.c <span style='color:#111;'> 8.55KB </span>","children":null,"spread":false},{"title":"mexsmatold.c <span style='color:#111;'> 8.55KB </span>","children":null,"spread":false},{"title":"mexmatold.c <span style='color:#111;'> 6.91KB </span>","children":null,"spread":false},{"title":"mexmatold.c <span style='color:#111;'> 6.91KB </span>","children":null,"spread":false},{"title":"mexProd2nz.c <span style='color:#111;'> 6.48KB </span>","children":null,"spread":false},{"title":"mexProd2nz.c <span style='color:#111;'> 6.40KB </span>","children":null,"spread":false},{"title":"mexProd2nz_71.c <span style='color:#111;'> 6.31KB </span>","children":null,"spread":false},{"title":"mexProd2nz_71.c <span style='color:#111;'> 6.31KB </span>","children":null,"spread":false},{"title":"mextriang_71.c <span style='color:#111;'> 6.19KB </span>","children":null,"spread":false},{"title":"mextriang_71.c <span style='color:#111;'> 6.19KB </span>","children":null,"spread":false},{"title":"mextriang.c <span style='color:#111;'> 6.17KB </span>","children":null,"spread":false},{"title":"mextriang.c <span style='color:#111;'> 6.17KB </span>","children":null,"spread":false},{"title":"mexbsolve.c <span style='color:#111;'> 6.07KB </span>","children":null,"spread":false},{"title":"mexbsolve.c <span style='color:#111;'> 6.07KB </span>","children":null,"spread":false},{"title":"mexblkeig.c <span style='color:#111;'> 5.78KB </span>","children":null,"spread":false},{"title":"mextriang.c <span style='color:#111;'> 5.45KB </span>","children":null,"spread":false},{"title":"mexinprod.c <span style='color:#111;'> 5.38KB </span>","children":null,"spread":false},{"title":"mextriang.c <span style='color:#111;'> 5.36KB </span>","children":null,"spread":false},{"title":"mexMatvec.c <span style='color:#111;'> 5.18KB </span>","children":null,"spread":false},{"title":"mexinprod.c <span style='color:#111;'> 5.13KB </span>","children":null,"spread":false},{"title":"mexMatvec.c <span style='color:#111;'> 5.10KB </span>","children":null,"spread":false},{"title":"mexMatvec_71.c <span style='color:#111;'> 5.08KB </span>","children":null,"spread":false},{"title":"mexMatvec_71.c <span style='color:#111;'> 5.08KB </span>","children":null,"spread":false},{"title":"mexMatvecmod.c <span style='color:#111;'> 5.01KB </span>","children":null,"spread":false},{"title":"mexMatvecmod.c <span style='color:#111;'> 5.01KB </span>","children":null,"spread":false},{"title":"mexinprod_71.c <span style='color:#111;'> 5.00KB </span>","children":null,"spread":false},{"title":"mexinprod_71.c <span style='color:#111;'> 5.00KB </span>","children":null,"spread":false},{"title":"mexschurfun.c <span style='color:#111;'> 4.83KB </span>","children":null,"spread":false},{"title":"mexqopsold.c <span style='color:#111;'> 4.76KB </span>","children":null,"spread":false},{"title":"mexqopsold.c <span style='color:#111;'> 4.76KB </span>","children":null,"spread":false},{"title":"mexschurfun_v1.c <span style='color:#111;'> 4.51KB </span>","children":null,"spread":false},{"title":"mexqops.c <span style='color:#111;'> 4.50KB </span>","children":null,"spread":false},{"title":"mexqops.c <span style='color:#111;'> 4.45KB </span>","children":null,"spread":false},{"title":"mexschurfun.c <span style='color:#111;'> 4.38KB </span>","children":null,"spread":false},{"title":"mexqops_71.c <span style='color:#111;'> 4.36KB </span>","children":null,"spread":false},{"title":"mexqops_71.c <span style='color:#111;'> 4.36KB </span>","children":null,"spread":false},{"title":"mexschurfun_71.c <span style='color:#111;'> 4.24KB </span>","children":null,"spread":false},{"title":"mexschurfun_71.c <span style='color:#111;'> 4.24KB </span>","children":null,"spread":false},{"title":"mextriangsp.c <span style='color:#111;'> 4.13KB </span>","children":null,"spread":false},{"title":"mextriangsp_71.c <span style='color:#111;'> 4.08KB </span>","children":null,"spread":false},{"title":"mextriangsp_71.c <span style='color:#111;'> 4.08KB </span>","children":null,"spread":false},{"title":"mextriangsp.c <span style='color:#111;'> 4.06KB </span>","children":null,"spread":false},{"title":"mextriangsp.c <span style='color:#111;'> 4.06KB </span>","children":null,"spread":false},{"title":"mextriangsp.c <span style='color:#111;'> 4.06KB </span>","children":null,"spread":false},{"title":"mexschurfunold.c <span style='color:#111;'> 3.84KB </span>","children":null,"spread":false},{"title":"mexschurfun_v0.c <span style='color:#111;'> 3.84KB </span>","children":null,"spread":false},{"title":"mexProd2sp.c <span style='color:#111;'> 3.44KB </span>","children":null,"spread":false},{"title":"mexProd2sp.c <span style='color:#111;'> 3.36KB </span>","children":null,"spread":false},{"title":"mexschurfun_old.c <span style='color:#111;'> 2.16KB </span>","children":null,"spread":false},{"title":"mexschurfun_old.c <span style='color:#111;'> 2.16KB </span>","children":null,"spread":false},{"title":"mexexpand.c <span style='color:#111;'> 1.99KB </span>","children":null,"spread":false},{"title":"mexexpand.c <span style='color:#111;'> 1.91KB </span>","children":null,"spread":false},{"title":"mexnnz.c <span style='color:#111;'> 1.84KB </span>","children":null,"spread":false},{"title":"mexexpand_71.c <span style='color:#111;'> 1.78KB </span>","children":null,"spread":false},{"title":"mexexpand_71.c <span style='color:#111;'> 1.78KB </span>","children":null,"spread":false},{"title":"mexnnz.c <span style='color:#111;'> 1.76KB </span>","children":null,"spread":false},{"title":"mexnnz_71.c <span style='color:#111;'> 1.71KB </span>","children":null,"spread":false},{"title":"mexnnz_71.c <span style='color:#111;'> 1.71KB </span>","children":null,"spread":false},{"title":"mexqprod.c <span style='color:#111;'> 1.54KB </span>","children":null,"spread":false},{"title":"mexqprod.c <span style='color:#111;'> 1.54KB </span>","children":null,"spread":false},{"title":"mexchol_.c <span style='color:#111;'> 1.43KB </span>","children":null,"spread":false},{"title":"mexchol_.c <span style='color:#111;'> 1.43KB </span>","children":null,"spread":false},{"title":"mexchol.c <span style='color:#111;'> 1.43KB </span>","children":null,"spread":false},{"title":"mexchol.c <span style='color:#111;'> 1.43KB </span>","children":null,"spread":false},{"title":"mexpertdiagold.c <span style='color:#111;'> 1.25KB </span>","children":null,"spread":false},{"title":"mexpertdiagold.c <span style='color:#111;'> 1.25KB </span>","children":null,"spread":false},{"title":"Citation <span style='color:#111;'> 611B </span>","children":null,"spread":false},{"title":"Copyright <span style='color:#111;'> 882B </span>","children":null,"spread":false},{"title":"......","children":null,"spread":false},{"title":"<span style='color:steelblue;'>文件过多,未全部展示</span>","children":null,"spread":false}],"spread":true}]

评论信息

免责申明

【只为小站】的资源来自网友分享,仅供学习研究,请务必在下载后24小时内给予删除,不得用于其他任何用途,否则后果自负。基于互联网的特殊性,【只为小站】 无法对用户传输的作品、信息、内容的权属或合法性、合规性、真实性、科学性、完整权、有效性等进行实质审查;无论 【只为小站】 经营者是否已进行审查,用户均应自行承担因其传输的作品、信息、内容而可能或已经产生的侵权或权属纠纷等法律责任。
本站所有资源不代表本站的观点或立场,基于网友分享,根据中国法律《信息网络传播权保护条例》第二十二条之规定,若资源存在侵权或相关问题请联系本站客服人员,zhiweidada#qq.com,请把#换成@,本站将给予最大的支持与配合,做到及时反馈和处理。关于更多版权及免责申明参见 版权及免责申明