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Elena Dumitrescu

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Student in econometrics

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Comments and Ratings by Elena
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14 Mar 2009 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, I'm new in using matlab, but I would need to use a Markov switching model with time varying probabilities, evolving as logistic functions of the independent variables (as in Diebold and Weinbach 1994) . Can you, please, tell me how can I use your program in order to do that?
Thank you!

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