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Regime Switching Model with Time Varying Transition Probabilities

Regime Switching Model with Time Varying Transition Probabilities

by

Zhuanxin Ding (view profile)

  • 1 file
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14 Jun 2012 (Updated )

Code for estimating a Markov Regime Switching Model with time varying transition probabilities.

MS_Regress_Fit_tvtp(dep,indep,px,k,S,advOpt)

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