Estimation, Simulation and Forecasting of an Autoregressive Markov Switching Model in Matlab
by Marcelo Perlin
16 Jun 2007 (Updated 28 May 2009)
Description This submission provides functions (and examples scripts) for estimation, simulation and forecasting of an Autoregressive Markov Regime Switching Regression.
For the codes, pls see
Monday, August 10, 2009
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