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Jonathan

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12 Dec 2008 MS_Regress - A Package for Markov Regime Switching Models in Matlab Functions to Estimate, Simulate and Forecast Markov Regime Switching Models in Matlab Author: Marcelo Perlin

thanks for the quick response. Generally speaking, the code is already very useful, good work.
11 Dec 2008 MS_Regress - A Package for Markov Regime Switching Models in Matlab Functions to Estimate, Simulate and Forecast Markov Regime Switching Models in Matlab Author: Marcelo Perlin

Hi, what kind of parameter evaluation approach you are using in this package? is it the EM algorithm?

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