IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/rts00134.html
 

MSREGRESSION: RATS procedure to perform Markov switching linear regression procedures

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Procedure file for Markov Switching univariate linear regressions, with either the full coefficient vector switching or part of the coefficient vector switching and part fixed. Use the MSVARSetup procedures for switching autoregressions and VAR's, and MSSysRegression for other types of multivariate regressions.

Suggested Citation

  • Tom Doan, "undated". "MSREGRESSION: RATS procedure to perform Markov switching linear regression procedures," Statistical Software Components RTS00134, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rts00134
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
    as

    Download full text from publisher

    File URL: https://www.estima.com/procs_perl/msregression.src
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Markov switching models; RATS;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:rts00134. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.