can we do a markov switch estimation in shazam? Please provide details
There is not a canned method but it would be straightforward to code. You might contact the authors of this 2005 paper that used SHAZAM for a Markov Chain Model Analysis and see if they will send you their SHAZAM scripts.
Asked: 2014-12-03 19:45:35 +0000
Seen: 5,980 times
Last updated: Dec 06 '14