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msperlin authored Nov 27, 2020
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Before using the package, make sure you read the pdf file (About the MS_Regress_Package.pdf) in the downloaded zip file. A copy of this paper can be found in [SSRN](https://ssrn.com/abstract=1714016).

**Be aware that this Matlab code is no longer being maintained. I switched to R back in 2015 and never looked back..**

## Instalation

First, clone this repository or download it as a zip file (see download choice in right side button of the webpage).
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Hamilton , J., D. (1994) ‘Time Series Analysis’ Princeton University Press.

Kim, C., J., Nelson, C., R. (1999) State Space Model with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications. The MIT press.


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