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st: Regime switching


From   LGagnon@business.queensu.ca
To   statalist@hsphsun2.harvard.edu
Subject   st: Regime switching
Date   Wed, 31 Jul 2002 11:56:01 -0400

Dear Statalisters:

I wonder if anyone has developed a Stata program for the estimation of
regime-switching models such as Hamilton (1990) in the Journal of
Econometrics.

Thank you for your help.

Louis


Louis Gagnon, Ph.D.
Associate Professor of Finance
School of Business
Queen's University
Kingston, Ontario
K7L 3N6


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