期权matlab代码-VC-BayesianEstimation:使用贝叶斯估计技术估计动态随机一般均衡(DSGE)模型的代码

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预算matlab代码VC-贝叶斯估计 用于使用贝叶斯估计技术估计动态随机一般均衡(DSGE)模型的代码。 这些代码可从以下位置在线获得: 要求 Matlab(R) 使用Matlab(R)R2018a和以下工具箱对代码进行了测试 符号工具箱 统计工具箱 优化工具箱 乳胶 一些工具使用LaTeX来编译某些文档。 大多数LaTeX版本中都包含的epstopdf被某些工具使用。 附加代码和程序包 来自的代码: , 版本 来自的代码: 用法示例 脚本SetDSGE.m是如何使用此程序包设置模型和估算模型的示例。 设置的主要结构 设置数据输入和输出的文件名 设置参数列表和优先级 设置观察变量列表 设置状态空间变量列表 设置艾德冲击的清单 生成符号变量 构造任何必要的辅助定义(可选) 设定观察方程式 设置状态方程式 以上9个步骤将建立模型。 设置后的贝叶斯估计通过找到使用后的模式前进MaxPost.m ,然后生成MCMC样品,使用MCMC.m 。 估计结果的分析是通过MCMCAnalysis.m完成的。 有关基本选项以及如何更详细地调用步骤序列,请参见示例SetDSGE.m 。 pdf格式的报告是在

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