Hi, Guys:
I want to learn the technique of modelling regime switching, including simultation and estimation. Do you know any place I can find some sample code to read ? It is better to be written in Matlab or Gauss. I have very limited knowledge in Fortran or C.
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Sample Code to simulate a DSGE model with regime switching
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Sample Code to simulate a DSGE model with regime switching
by bigbigben » Tue Aug 05, 2008 4:21 pm
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