《state-space models with regime switching》书中，的第四章汉密尔顿的两个例子INTR_S3.OPT - A Three-State Markov-Switching Mean-Variance Model of the Real Interst Rate: Based on Garcia and Perron (1996)
STCK_V3.OPT - A Three-State Markov-Switching Variance Model of Stock Returns: Based on Kim, Nelson, and Startz (1997)
想换成自己的gdp数据（81行数据），总是提示奇异矩阵，求大侠帮忙！

新建文件夹.rar
大小:(6.3 KB)

 马上下载