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st: regime switching model


From   "Simundza, Daniel" <simundza@wharton.upenn.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: regime switching model
Date   Fri, 24 Jan 2003 14:09:09 -0500

statalisters,
 i wrote earlier asking about running a constrained regression; thank you for all your comments and help in that regard. I've done some more thinking and have determined that what i want to do is analogous to the mkspline command. except i'd like to let stata determine where the best spline would be instead of me specifying where i want the spline. the kind folks over at stata tech support suggested something called a regime switching model, and said that some user's had written programs which estimate regime switching models. my question now is: how do i find said programs? i'm assuming they have been written as ado files. i searched on google for: stata ado regime, and didn't come up with anything useful. is there a web based search for user written stata ado files?

thank you, and i'm sorry to bother everyone with such petty questions.

dan simundza
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