Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.
Join the 15-year community celebration.
Play games and win prizes!
Rate this file 48 Downloads (last 30 days) File Size: 62 KB File ID: #37144 Version: 1.5
Regime Switching Model with Time Varying Transition Probabilities
14 Jun 2012 (Updated 20 Nov 2012)
Code for estimating a Markov Regime Switching Model with time varying transition probabilities.