[Scilab-users] Grocer / Markov Switching Model

Eric Dubois grocer.toolbox at gmail.com
Thu Jan 10 14:12:08 CET 2013


Sorry, but maybe you could be a little bit more explicit: I have not the
paper immediately available and Hamilton (1989) page 7 does not as such
speak very much...

Éric.

2013/1/10 ericdoblas <ericdoblasargentina at yahoo.com.ar>

> 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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