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- Wed Jan 23, 2013 5:27 pm
- Forum: Estimation
- Topic: Markov switching model
- Replies: 30
- Views: 74824
Re: Markov switching model
Hi everyone here..Good Day! I'm too new to state space modelling, but i'm interested to explore the markov-switching model based on Hamilton (1989) for some analysis in business cycle. Thanks for the generous sharing from trubador which provided me some idea on how the model can be carried out in Ev...