Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures
This paper is a user's guide to a set of Gauss procedures developed at the Bank of Canada for estimating regime-switching models. The procedures can estimate relatively quickly a wide variety of switching models and so should prove useful to the applied researcher. Sample program listings are included.
|Date of creation:||19 Mar 1996|
|Date of revision:|
|Note:||22 printed pages, compressed PostScript file. Other recent Bank of Canada working papers are listed on the last page of this report.|
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- Jeff Gable & Simon van Norden & Robert Vigfusson, .
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