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Re: st: State-Space Models


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: State-Space Models
Date   Thu, 17 Apr 2008 14:55:22 -0400

Jeff,
  PS: You might want to check James Hamilton's web page at UCSD for references
to software that run Regime Switching State Space Models.
      -   Bob Yaffee
  

Robert A. Yaffee, Ph.D.
Research Scientist
Silver School of Social Work
New York University


----- Original Message -----
From: "Rosen, Jeff - INV" <jsrosen@aegonusa.com>
Date: Thursday, April 17, 2008 1:54 pm
Subject: st: State-Space Models
To: statalist@hsphsun2.harvard.edu


> 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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