[Scilab-users] Grocer / Markov Switching Model

[ericdoblas]

Dear Éric,

Thank you for your answer. Specifically, I need estimate a MSM as in
Hamilton (1989), as follows:

  (page 7).

Thank you very much!

Greetings from Argentina!

Eric Doblas <http://www.hnb.hr/publikac/istrazivanja/w-029.pdf > 



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