Documentation for GAUSS code for Numerical Estimation of Nonlinear
Regime-Change Model under GAUSS version 2.0
James D. Hamilton
University of Virginia
October 1991
If you have GAUSS version 2.0 loaded up on a PC, the \GAUSS2.0\NUMERIC
subdirectory on this diskette contains all you need to estimate
some Markov switching models by numerical maximization of the
likelihood function. You must have loaded the optimization module
from GAUSS version 2.0 to use this option.
楼主你是在搞笑么?