Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures.

This paper is a user' guide to a set of Guss procedures developed at the Bank of Canada for estimating regime-switching models. The procedure can estimate relatively quickly a wide variety of switching models and so should prove useful to the applied researchers. Sample program listings are included.

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Year of publication:	1996
Authors:	Van Norden, S. ; Vigfusson, R.
Institutions:	Bank of Canada
Subject:	EVALUATION \| COMPUTER PROGRAMMES \| ECONOMIC MODELS

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	22 pages
Classification:	C13 - Estimation ; C60 - Mathematical Methods and Programming. General ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005673371