Monday, August 10, 2009

Estimation, Simulation and Forecasting of a Markov Regime Switching Regression in Matlab

Estimation, Simulation and Forecasting of a Markov Regime Switching Regression in Matlab
by Marcelo Perlin

01 Aug 2007 (Updated 21 Jun 2009)

For the Matlab codes, pls see

For the R/Splus codes, pls see

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