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

st: Regime switching

From   [email protected]
To   [email protected]
Subject   st: Regime switching
Date   Wed, 31 Jul 2002 11:56:01 -0400

Dear Statalisters:

I wonder if anyone has developed a Stata program for the estimation of
regime-switching models such as Hamilton (1990) in the Journal of

Thank you for your help.


Louis Gagnon, Ph.D.
Associate Professor of Finance
School of Business
Queen's University
Kingston, Ontario
K7L 3N6

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index