[Gretl-devel] Markov-Switching Models

Riccardo (Jack) Lucchetti r.lucchetti at univpm.it
Tue Feb 2 15:30:19 EST 2016


On Tue, 2 Feb 2016, Logan Kelly wrote:

> Hello,
>
> Has anyone written any code for estimating Markov-Switching Models?
>

Maybe Marcin's got something, IIRC.

Anyway: I don't have time as of now to write anything, but I'd be happy to 
give assistance and advice to anyone who gives it a shot.


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   Riccardo (Jack) Lucchetti
   Dipartimento di Scienze Economiche e Sociali (DiSES)

   Università Politecnica delle Marche
   (formerly known as Università di Ancona)

   r.lucchetti at univpm.it
   http://www2.econ.univpm.it/servizi/hpp/lucchetti
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