I've got some Matlab code that should be easy (ish) to translate. Or maybe run via
octave. I'll get it to you later this week.
On Feb 2, 2016 2:33 PM, Logan Kelly <logan.kelly(a)uwrf.edu> wrote:
Has anyone written any code for estimating Markov-Switching Models?
Logan J. Kelly, Ph.D.
Associate Professor, Department of Economics, University of Wisconsin-River Falls
Director, UWRF Center for Economic Research, http://www.uwrf.edu/cer
Phone: 715 425 4993
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