starfirma_codes.zip - includs filters, codes to calculate starting values, tests for star models,2013-05-31 01:28:29,下载3次
testnonlinear_rob.m.zip - Test for remaining nonlinearity.
The test is based on the third-order Taylor series expansion of the logistic function arounf the null hypothesis.
Last update: October 4, 2006,2013-05-31 01:12:58,下载6次
testnonlinear.m.zip - Test for remaining nonlinearity.
The test is based on the third-order Taylor series expansion of the logistic function arounf the null hypothesis.,2013-05-31 01:10:53,下载6次
startval.m.zip - Function to compute starting valus for a multiple-regime SmoothTransition Regression (STR). The algorith is based on a grid search over the parameters gamma and c.,2013-05-31 01:09:34,下载15次
mrstar.zip - Estimation of the multiple-Regime STAR model,2013-05-31 01:07:44,下载6次
ltest_rob.m.zip - Robust version of the linearity test against a Logistic STAR specification. The test is based on the third-order Taylor series expansion of the logistic function arounf the null hypothesis.
,2013-05-31 01:05:52,下载4次
ltest.zip - Linearity test against a Logistic STAR specification,2013-05-31 01:02:50,下载4次
MS_Regress_FEX_1.04.zip - MS Regress - The MATLAB Package for
Markov Regime Switching Models,2013-05-31 00:56:38,下载15次