Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: switching regime model with 3 regimes


From   Mario Macis <mmacis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: switching regime model with 3 regimes
Date   Wed, 17 Aug 2005 10:38:12 -0500

Hi.
I would like to estimate a switching regime model with three regimes,
where the change in regime cannot be observed directly. The
probability of being in regime 1,2 or 3 depends on an exogenous
variable Z. Is it possible to do this with Stata 9?
Thanks!

mario

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index