Jeff,
Stata 10 does not yet have provision for user defined state space models
within the state space form for extended or augmented Kalman filter
or MCMC particle filters.
Regards,
Bob Yaffee
Robert A. Yaffee, Ph.D.
Research Scientist
Silver School of Social Work
New York University
----- Original Message -----
From: "Rosen, Jeff - INV" <[email protected]>
Date: Thursday, April 17, 2008 1:54 pm
Subject: st: State-Space Models
To: [email protected]
> Hi,
>
> Does STATA 10 have an easy command to run a Markov switching state-space
> model? I didn't see anything listed in the TS manual or in the statalist
> archive.
>
> Thanks,
>
> Jeff S. Rosen, PhD
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
