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Regime Switching Model with Time Varying Transition Probabilities

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Regime Switching Model with Time Varying Transition Probabilities

by

Zhuanxin Ding (view profile)

 

14 Jun 2012 (Updated )

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

MS_Regress_Sim(nr,Coeff,k,distrib)

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