Re: [Gretl-devel] Markov-Switching Models
On Tue, 2 Feb 2016, Logan Kelly wrote:
Hello,
Has anyone written any code for estimating Markov-Switching Models?
Maybe Marcin's got something, IIRC.
Anyway: I don't have time as of now to write anything, but I'd be happy to
give assistance and advice to anyone who gives it a shot.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------