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st: regime switching model


From   "Lin Lin" <[email protected]>
To   <[email protected]>
Subject   st: regime switching model
Date   Fri, 7 May 2010 06:45:29 +0800

Dear Statalists,
I am a STATA 11 user. I am wondering whether anyone has the ado file of regime switching model to use for time-varying impacts of some foreign market indices on the domestic stock prices.

Thank you.

Sincerely Yours

Lin Lin (Ph.D. London)
Professer of Finance &
College of Management,
National Chi Nan University (Taiwan)
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