《state-space models with regime switching》书中,的第四章汉密尔顿的两个例子INTR_S3.OPT - A Three-State Markov-Switching Mean-Variance Model of the Real Interst Rate: Based on Garcia and Perron (1996) STCK_V3.OPT - A Three-State Markov-Switching Variance Model of Stock Returns: Based on Kim, Nelson, and Startz (1997)
想换成自己的gdp数据(81行数据),总是提示奇异矩阵,求大侠帮忙!
新建文件夹.rar(6.3 KB)