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st: State-Space Models


From   "Rosen, Jeff - INV" <jsrosen@aegonusa.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: State-Space Models
Date   Thu, 17 Apr 2008 13:53:07 -0400

Hi,

Does STATA 10 have an easy command to run a Markov switching state-space
model? I didn't see anything listed in the TS manual or in the statalist
archive.
 
Thanks,
 
Jeff S. Rosen, PhD

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