Econometric and statistical methods - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T23:36:52+00:00Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures
https://www.bankofcanada.ca/1996/01/working-paper-1996-3/
This paper is a user's guide to a set of Gauss procedures developed at the Bank of Canada for estimating regime-switching models.1996-01-03T14:52:57+00:00enRegime-Switching Models: A Guide to the Bank of Canada Gauss Procedures1996-01-03Econometric and statistical methodsWorking Paper 1996-3https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp96-3.pdfRegime-Switching Models: A Guide to the Bank of Canada Gauss ProceduresSimon van NordenRobert VigfussonJanuary 1996CC6C63