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st: RE: regime switching model


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: regime switching model
Date   Fri, 24 Jan 2003 19:15:21 -0000

Simundza, Daniel

>  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.

Advice on this, and much else, is given in the Statalist 
FAQ, flagged at the bottom of this and every other posting, 
and excerpted in messages sent to everybody joining Statalist. 

Please read it. 

Nick 
[email protected] 

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