Website for Readers of
State-Space Models with Regime-Switching:
Classical and Gibbs-Sampling Approaches with Applications
By Chang-Jin Kim and Charles R. Nelson
Published by MIT Press
The purpose of this Website is to give readers access to computer
routines and data files referred to in "State-Space Models with
Regime Switching: Classical and Gibbs-sampling Approaches with Applications"
by Chang-Jin Kim and Charles R. Nelson (MIT Press). A brief description
of the programs for each chapter is available in the appendix at
the end of the chapter. Please read the following conditions of
use before proceeding to the programs below.
Copyright and Conditions of Use
The GAUSS programs available on this Website are written and Copyright
© 1998 by Chang-Jin Kim. All rights reserved. No part of these
programs may be reproduced in any form or by any mean s, except
for the sole purpose of academic research and to make necessary
modifications for specific applications. Distribution of these programs,
including in modified form, for the purpose of sale or otherwise
is strictly prohibited.
Any use of these programs, modified or otherwise, in published
work must be acknowledged by citation of the textbook. For example,
"The authors acknowledge use of computer routines described in Kim
and Nelson (1998)." If you plan to use these programs in published
work or would like to distribute these programs for research or
teaching purposes, please contact Kim via e-mail at email@example.com
to seek permission in writing.
Disclaimer: No representation
is made or implied as to the accuracy or completeness of the programs
which may indeed contain bugs unknown to the author. Chang-Jin Kim,
Charles R. Nelson, MIT Press, and the University of Washington take
no respon sibility for results produced by these programs which
are used entirely at the reader's risk.
By clicking on the link below to proceed to a listing of computer
routines and data files, you acknowledge that you have read and
fully understand the above conditions of use.If you have any questions
about these conditions or are in any way uncertain about what constitutes
lawful and appropriate use of the programs, contact Kim at the above
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