Jeff,
PS: You might want to check James Hamilton's web page at UCSD for references
to software that run Regime Switching State Space Models.
- 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/
