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gdfm_toolbox_1.3

于 2021-04-10 发布文件大小:8KB

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代码说明：

广义动态因子模型的matlab代码，用于估计变量的共同成分，以及预测。(GDFM matlab code)

文件列表：

gdfm_toolbox_1.3
................\exampleAR.m,1284,2009-11-24
................\exampleMA.m,1355,2009-11-24
................\gdfm_onesided.m,5621,2010-01-18
................\gdfm_twosided.m,3924,2009-09-18
................\numfactors.m,5174,2009-12-02
................\readme.txt,1278,2010-01-18
................\spectral.m,3877,2010-01-18

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